Skip to main content
V-Lab

China Vanke Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.58% (-1.77%)
Analysis last updated: Saturday, February 7, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Vanke Co Ltd SGARCH
paramt-stat
ω1.84353.20
α0.08379.04
β0.867457.98
γ10.05770.73
γ2-0.1170-1.12
γ30.12732.41
γ4-0.0363-0.75
γ5-0.1536-3.33
γ60.24665.37
γ7-0.2127-4.52
γ80.14712.91
γ9-0.1044-1.27
Estimation Period:
Aug 26, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts