V-Lab
Tsim Sha Tsui Properties Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.63% (-0.60%)
Analysis last updated: Saturday, May 11, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 12.19 | |
| 0.0709 | 31.93 | |
| 0.9291 | 485.19 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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