Skip to main content
V-Lab

Citic Pacific Special Steel Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.62% (-2.76%)
Analysis last updated: Saturday, February 7, 2026 at 08:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Citic Pacific Special Steel Group Co Ltd SGARCH
paramt-stat
ω1.23744.91
α0.09168.16
β0.859451.76
γ10.01410.30
γ20.06330.95
γ3-0.1826-4.68
γ40.14684.22
γ5-0.0119-0.32
γ6-0.0927-2.17
γ70.13151.92
Estimation Period:
Mar 26, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts