SUN Hung KAI Properties Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0725 | 1.96 | |
| 0.7409 | 10.20 | |
| -0.0725 | -1.83 | |
| 2.2524 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 27, 2023 to Feb 6, 2026
Jul 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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