Skip to main content
V-Lab

CITIC Guoan Information Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.12% (-1.25%)
Analysis last updated: Saturday, February 7, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Guoan Information Industry Co Ltd S0GARCH
paramt-stat
ω1.09376.30
α0.09638.25
β0.838540.88
γ10.00730.18
γ20.06571.07
γ3-0.1952-4.88
γ40.22296.12
γ5-0.1530-3.86
γ60.05541.28
γ70.00880.26
Estimation Period:
Oct 31, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts