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 Friday, May 10th, 2024:15.74% (-0.02%)

Analysis last updated: Saturday, May 11, 2024 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2984	5.34
$α$	0.2400	6.76
$β$	0.5940	12.28
$γ_{1}$	0.0120	0.05
$γ_{2}$	-0.0072	-0.02
$γ_{3}$	-0.2699	-1.10
$γ_{4}$	0.8477	3.29
$γ_{5}$	-1.1175	-3.52
$γ_{6}$	0.6819	1.91
$γ_{7}$	-0.3611	-1.39
$γ_{8}$	0.9001	4.23
$γ_{9}$	-1.2002	-4.57
$γ_{10}$	0.6130	3.02

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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