Sun Hung Kai & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.25% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2133 | 13.24 | |
| 0.1447 | 12.17 | |
| 0.8257 | 153.41 | |
| 0.0346 | 1.45 |
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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