Fang Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 28th, 2026
1 Day
1,554.54%
decreased by 40.14%
1 Week
1,554.57%
decreased by 40.11%
1 Month
1,554.66%
decreased by 40.02%
Analysis last updated: Tuesday, April 28, 2026 at 12:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 4.24 | |
| 0.0147 | 5.67 | |
| 0.9503 | 221.05 | |
| 0.0701 | 5.81 |
Estimation Period:
Sep 17, 2010 to Apr 24, 2026
Sep 17, 2010 to Apr 24, 2026
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