Sun Hung Kai & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.81% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9775 | 4.98 | |
| 0.1519 | 8.58 | |
| 0.7742 | 25.83 | |
| -0.0157 | -0.23 | |
| 0.0855 | 0.87 | |
| -0.1955 | -3.05 | |
| 0.1902 | 3.06 | |
| -0.0447 | -0.71 | |
| -0.0619 | -0.99 | |
| -0.0051 | -0.07 | |
| 0.1911 | 1.82 | |
| -0.2482 | -1.79 | |
| 0.1330 | 1.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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