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V-Lab

Shanxi Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.50% (+0.88%)
Analysis last updated: Tuesday, February 10, 2026 at 08:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanxi Securities Co Ltd SGARCH
paramt-stat
ω0.75053.03
α0.11294.94
β0.779218.65
γ1-1.1615-2.89
γ22.13553.88
γ3-1.9329-5.77
γ41.64075.25
γ5-1.1268-3.30
γ60.66441.78
γ7-0.2446-0.70
γ80.19760.53
γ9-0.8757-1.33
Estimation Period:
Nov 15, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts