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V-Lab

Changchai Company, Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.11% (-1.44%)
Analysis last updated: Saturday, February 7, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Changchai Company, Limited S0GARCH
paramt-stat
ω2.02883.32
α0.14068.70
β0.748129.20
γ10.06630.79
γ2-0.0326-0.29
γ3-0.0488-0.72
γ40.10811.75
γ5-0.2543-4.36
γ60.27884.29
γ7-0.2070-2.86
γ80.18932.45
γ9-0.1878-2.75
γ100.12832.74
Estimation Period:
Jul 1, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts