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Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.51% (-2.74%)
Analysis last updated: Tuesday, February 17, 2026 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tsim Sha Tsui Properties Ltd S0GARCH
paramt-stat
ω1.42945.12
α0.27017.49
β0.591213.69
γ10.08180.35
γ2-0.1985-0.55
γ30.06120.26
γ40.40271.60
γ5-0.7205-2.26
γ60.38210.94
γ70.03050.09
γ80.45662.08
γ9-1.1455-6.65
γ100.90285.97
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts