V-Lab: Fang Holdings Ltd EGARCH Volatility Analysis

V-Lab

Fang Holdings Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 1st, 2025:82.59% (-1.87%)

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
$ω$	0.0128	0.80
$α$	0.0985	11.85
$β$	1.0000	264.69
$γ$	-0.0378	-3.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts