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China Agri-Products Exchange Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.00% (+1.19%)
Analysis last updated: Saturday, February 7, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Agri-Products Exchange Ltd S0GARCH
paramt-stat
ω2.50603.62
α0.23425.97
β0.567613.33
γ10.46342.04
γ2-0.6310-1.76
γ30.34531.41
γ4-0.2975-1.46
γ50.03500.14
γ60.21930.94
γ7-0.1694-1.03
γ80.04190.43
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts