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CNPC Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.44% (-0.25%)
Analysis last updated: Tuesday, February 10, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CNPC Capital Co Ltd S0GARCH
paramt-stat
ω1.17705.07
α0.13339.81
β0.783736.79
γ1-0.0961-2.29
γ20.23884.11
γ3-0.2615-7.02
γ40.17534.63
γ5-0.1078-2.78
γ60.10492.77
γ7-0.0708-2.40
Estimation Period:
Oct 22, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts