Sun Hung Kai & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.60% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1538 | 6.17 | |
| 0.1556 | 8.96 | |
| 0.7787 | 27.81 | |
| 0.0463 | 2.55 | |
| -0.0994 | -3.48 | |
| 0.0991 | 4.82 | |
| -0.1026 | -5.49 | |
| 0.1309 | 4.22 | |
| -0.1676 | -2.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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