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V-Lab

Guoyuan Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.74% (+0.17%)
Analysis last updated: Tuesday, February 10, 2026 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guoyuan Securities Co Ltd S0GARCH
paramt-stat
ω0.84265.02
α0.08787.77
β0.866557.07
γ1-0.0607-1.17
γ20.14522.01
γ3-0.2088-4.46
γ40.23495.12
γ5-0.2060-4.53
γ60.15353.09
γ7-0.0658-1.59
Estimation Period:
Jun 16, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts