V-Lab: Fang Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Fang Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:1214.08% (-26.53%)

Analysis last updated: Thursday, April 18, 2024 at 01:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0083	2.33
$α$	0.1129	2.84
$β$	0.8870	22.37
$γ_{1}$	-3.0520	-0.81
$γ_{2}$	3.4155	0.74
$γ_{3}$	-0.0072	-0.00
$γ_{4}$	-0.8965	-0.66
$γ_{5}$	1.3441	0.84
$γ_{6}$	-1.6751	-0.89
$γ_{7}$	1.9787	1.02
$γ_{8}$	-5.6761	-1.13
$γ_{9}$	13.3796	1.13
$γ_{10}$	-13.6634	-1.18

Estimation Period:
Sep 17, 2010 to Feb 23, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts