V-Lab: Fang Holdings Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Fang Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 10th, 2025:38.27% (+5.35%)

Analysis last updated: Tuesday, June 10, 2025 at 12:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	54.6349	7.27
$α$	0.1252	198.77
$β$	0.9990	6,615.89
$ν$	2.0009	666,953.67

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