V-Lab: Fang Holdings Ltd AGARCH Volatility Analysis

V-Lab

Fang Holdings Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 1st, 2025:113.02% (-4.04%)

Analysis last updated: Thursday, May 1, 2025 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1238	4.14
$α$	0.0760	20.51
$β$	0.9295	211.74
$γ$	0.3689	2.05

Estimation Period:
Sep 17, 2010 to Apr 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts