V-Lab
Tsim Sha Tsui Properties Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:16.93% (-0.03%)
Analysis last updated: Thursday, May 9, 2024 at 11:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2854 | 5.29 | |
| 0.2397 | 6.73 | |
| 0.5938 | 12.18 | |
| 0.0075 | 0.03 | |
| 0.0014 | 0.00 | |
| -0.2839 | -1.15 | |
| 0.8718 | 3.38 | |
| -1.1468 | -3.61 | |
| 0.7130 | 1.99 | |
| -0.3969 | -1.51 | |
| 0.9531 | 4.28 | |
| -1.3003 | -4.37 | |
| 0.8438 | 1.95 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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