SUN Hung KAI Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0582 | 4.99 | |
| 0.0205 | 0.62 | |
| 0.6644 | 1.14 | |
| 0.0209 | 0.33 |
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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