Skip to main content
V-Lab

Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:31.94% (+11.06%)
Analysis last updated: Thursday, February 5, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tsim Sha Tsui Properties Ltd S0GARCH
paramt-stat
ω1.41555.12
α0.26717.43
β0.593213.66
γ10.07690.32
γ2-0.1878-0.52
γ30.04580.19
γ40.42321.67
γ5-0.7385-2.30
γ60.39500.96
γ70.01140.03
γ80.48702.24
γ9-1.1688-6.66
γ100.90885.90
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts