Skip to main content
V-Lab

China New City Commercial Development Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.92% (-8.46%)
Analysis last updated: Tuesday, February 10, 2026 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China New City Commercial Development Ltd S0GARCH
paramt-stat
ω0.52313.13
α0.22084.54
β0.662210.91
γ1-0.9647-2.15
γ21.15271.64
γ3-0.0915-0.21
γ4-0.1035-0.36
γ50.05600.24
γ6-0.1320-0.72
Estimation Period:
Jul 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts