Sun Hung Kai & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.89% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2686 | 3.96 | |
| 0.1027 | 82.55 | |
| 0.9912 | 456.97 | |
| 2.9581 | 62.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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