V-Lab: Fang Holdings Ltd MF2-GARCH Volatility Analysis

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Fang Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:78.55% (-1.40%)

Analysis last updated: Saturday, November 8, 2025 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0133	6.07
$β$	0.9556	208.24
$γ$	0.0457	7.76
$λ_{1}$	10.0000	0.13
$λ_{2}$	0.5928	0.13
$λ_{3}$	0.0000	0.00

Estimation Period:
Sep 17, 2010 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts