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 Thursday, July 17th, 2025:26.69% (-5.22%)

Analysis last updated: Thursday, July 17, 2025 at 01:46 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