Sun Hung Kai & Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.07% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2147 | 11.50 | |
| 0.1590 | 38.06 | |
| 0.8266 | 155.85 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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