V-Lab: Fang Holdings Ltd GJR-GARCH Volatility Analysis

V-Lab

Fang Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 10th, 2025:169.52% (-3.41%)

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
$ω$	0.0844	3.33
$α$	0.0153	7.91
$β$	0.9603	251.31
$γ$	0.0489	6.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts