Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.51% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4294 | 5.12 | |
| 0.2701 | 7.49 | |
| 0.5912 | 13.69 | |
| 0.0818 | 0.35 | |
| -0.1985 | -0.55 | |
| 0.0612 | 0.26 | |
| 0.4027 | 1.60 | |
| -0.7205 | -2.26 | |
| 0.3821 | 0.94 | |
| 0.0305 | 0.09 | |
| 0.4566 | 2.08 | |
| -1.1455 | -6.65 | |
| 0.9028 | 5.97 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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