Sun Hung Kai & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.03% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1420 | 24.38 | |
| 0.8273 | 112.33 | |
| 0.0390 | 4.10 | |
| 10.0000 | 0.27 | |
| 0.0000 | 0.00 | |
| 0.4645 | 0.23 |
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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