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V-Lab

CSPC Pharmaceutical Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.62% (-2.29%)
Analysis last updated: Saturday, February 7, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSPC Pharmaceutical Group Ltd S0GARCH
paramt-stat
ω0.99785.38
α0.05936.14
β0.902851.69
γ10.00390.10
γ2-0.0841-1.46
γ30.18974.52
γ4-0.2014-4.34
γ50.13142.58
γ6-0.0199-0.46
γ7-0.0446-1.19
γ80.03211.07
Estimation Period:
Jun 21, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts