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V-Lab

Northeast Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.38% (-0.24%)
Analysis last updated: Saturday, February 7, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northeast Securities Co Ltd S0GARCH
paramt-stat
ω1.36415.92
α0.08877.35
β0.871250.89
γ10.14181.51
γ2-0.2480-1.65
γ30.38963.43
γ4-0.5901-5.38
γ50.43894.05
γ6-0.2100-2.16
γ70.13591.09
γ8-0.0710-0.43
γ90.03400.21
γ10-0.0332-0.32
Estimation Period:
Feb 27, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts