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V-Lab

Lufax Holding Ltd 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 SGARCH
paramt-stat
ω0.13721,371,540.00
α0.55785,578,180.00
β0.43424,342,340.00
γ1-83.7367-837,366,900.00
γ2-28.4586-284,586,000.00
γ3865.73738,657,373,000.00
γ4-704.7574-7,047,574,000.00
γ5-4,392.3410-43,923,410,000.00
γ6-1,986.8760-19,868,760,000.00
Estimation Period:
Nov 3, 2023 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts