Tsim Sha Tsui Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.12% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 17.83 | |
| 0.0749 | 21.93 | |
| 0.9035 | 385.61 | |
| 0.0432 | 5.25 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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