Tsim Sha Tsui Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:31.94% (+11.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4155 | 5.12 | |
| 0.2671 | 7.43 | |
| 0.5932 | 13.66 | |
| 0.0769 | 0.32 | |
| -0.1878 | -0.52 | |
| 0.0458 | 0.19 | |
| 0.4232 | 1.67 | |
| -0.7385 | -2.30 | |
| 0.3950 | 0.96 | |
| 0.0114 | 0.03 | |
| 0.4870 | 2.24 | |
| -1.1688 | -6.66 | |
| 0.9088 | 5.90 |
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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