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V-Lab

China First Capital Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.14% (-1.94%)
Analysis last updated: Saturday, February 7, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China First Capital Group Ltd SGARCH
paramt-stat
ω0.96794.47
α0.28254.05
β0.43984.48
γ11.04152.89
γ2-1.5149-2.83
γ30.69631.51
γ4-0.3911-0.57
γ50.42600.62
γ6-0.5602-1.07
γ70.56861.28
γ8-0.7791-1.83
Estimation Period:
Nov 23, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts