V-Lab: Fang Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Fang Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 1st, 2025:127.52% (-0.08%)

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
$ω$	0.5443	3.19
$α$	0.1854	4.64
$β$	0.3959	3.87
$γ_{1}$	-0.6509	-0.84
$γ_{2}$	0.9190	0.83
$γ_{3}$	-0.2229	-0.35
$γ_{4}$	-0.4060	-0.87
$γ_{5}$	0.8469	1.98
$γ_{6}$	-0.9936	-1.83
$γ_{7}$	1.7689	2.68
$γ_{8}$	-3.7664	-5.38
$γ_{9}$	5.7149	9.08
$γ_{10}$	-4.8385	-9.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts