V-Lab: Fang Holdings Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Fang Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:96.82% (-2.71%)

Analysis last updated: Saturday, May 4, 2024 at 05:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1600	4.83
$α$	0.0494	11.87
$β$	0.9367	339.76
$γ$	0.3215	4.27
$δ$	2.2733	12.77

Estimation Period:
Sep 17, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts