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

V-Lab

Fang Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 1st, 2025:204.09% (-2.90%)

Analysis last updated: Thursday, May 1, 2025 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0049	3.17
$β$	0.9709	349.00
$γ$	0.0416	11.16
$λ_{1}$	10.0000	0.19
$λ_{2}$	0.6871	0.18
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts