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V-Lab

Brilliance China Automotive Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.24% (-1.13%)
Analysis last updated: Saturday, February 7, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brilliance China Automotive Holdings Ltd SGARCH
paramt-stat
ω1.41575.45
α0.07026.45
β0.873443.22
γ1-0.0313-0.54
γ20.12331.37
γ3-0.1802-2.97
γ40.12902.71
γ5-0.0431-0.91
γ60.06451.11
γ7-0.2432-2.43
Estimation Period:
Oct 22, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts