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V-Lab

CITIC Guoan Information Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.38% (-3.87%)
Analysis last updated: Friday, February 13, 2026 at 08:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Guoan Information Industry Co Ltd SGARCH
paramt-stat
ω1.09186.27
α0.09658.28
β0.838741.22
γ10.00570.14
γ20.06881.12
γ3-0.1978-4.92
γ40.22396.11
γ5-0.1501-3.72
γ60.04440.97
γ70.03940.62
Estimation Period:
Oct 31, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts