V-Lab: Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.49% (-0.88%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2948	5.31
$α$	0.2390	6.76
$β$	0.5965	12.42
$γ_{1}$	0.0141	0.06
$γ_{2}$	-0.0126	-0.03
$γ_{3}$	-0.2646	-1.07
$γ_{4}$	0.8457	3.27
$γ_{5}$	-1.1185	-3.51
$γ_{6}$	0.6837	1.91
$γ_{7}$	-0.3625	-1.39
$γ_{8}$	0.9000	4.22
$γ_{9}$	-1.1951	-4.52
$γ_{10}$	0.6061	2.95

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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