Sun Hung Kai & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.57% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 21.37 | |
| 0.2631 | 34.74 | |
| 0.9551 | 324.08 | |
| -0.0226 | -3.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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