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V-Lab

China Merchants China Direct Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.23% (-0.35%)
Analysis last updated: Saturday, February 7, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Merchants China Direct Investments Ltd S0GARCH
paramt-stat
ω1.23634.18
α0.22818.53
β0.657120.99
γ1-0.6461-3.70
γ20.99904.23
γ3-0.4513-2.68
γ40.09510.50
γ5-0.0038-0.02
γ60.09100.57
γ7-0.2317-1.40
γ80.41712.42
γ9-0.4365-2.96
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts