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

Skip to main content

V-Lab

Fang Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:125.15% (-0.56%)

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
$ω$	0.6440	1.73
$α$	0.0551	2.01
$β$	0.9131	16.53
$γ_{1}$	-0.6365	-0.44
$γ_{2}$	0.7701	0.38
$γ_{3}$	0.0571	0.05
$γ_{4}$	-0.5787	-0.72
$γ_{5}$	0.9341	1.30
$γ_{6}$	-1.1855	-1.30
$γ_{7}$	1.8901	1.70
$γ_{8}$	-3.5005	-3.15
$γ_{9}$	4.8375	5.51
$γ_{10}$	-3.8138	-6.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts