Tsim Sha Tsui Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.21% (+5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 17.89 | |
| 0.0750 | 21.95 | |
| 0.9034 | 385.39 | |
| 0.0433 | 5.26 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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