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V-Lab

Lufax Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Lufax Holding Ltd S0GARCH
paramt-stat
ω63.8253638,253,100.00
α0.64766,475,870.00
β0.35213,521,230.00
γ12,273.321022,733,210,000.00
γ2-596.3636-5,963,636,000.00
γ3-2,774.1730-27,741,730,000.00
γ4-893.1596-8,931,596,000.00
γ52,593.258025,932,580,000.00
γ62,286.985022,869,850,000.00
γ7-1,418.0320-14,180,320,000.00
γ8-14,405.7900-144,057,900,000.00
γ97,026.108070,261,080,000.00
γ1021,407.4600214,074,600,000.00
Estimation Period:
Nov 3, 2023 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts