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V-Lab

Changchai Company, Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.66% (-1.41%)
Analysis last updated: Thursday, February 12, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Changchai Company, Limited SGARCH
paramt-stat
ω2.10193.42
α0.14028.64
β0.746928.72
γ10.08080.97
γ2-0.0483-0.43
γ3-0.0535-0.79
γ40.12412.04
γ5-0.2749-4.77
γ60.29814.60
γ7-0.2212-3.05
γ80.19482.47
γ9-0.1788-2.31
γ100.08930.92
Estimation Period:
Jul 1, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts