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V-Lab

China Agri-Products Exchange Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.67% (+1.37%)
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 SGARCH
paramt-stat
ω2.48173.66
α0.22616.24
β0.569413.03
γ10.46922.08
γ2-0.6421-1.80
γ30.35681.48
γ4-0.3109-1.54
γ50.05440.22
γ60.18110.76
γ7-0.0806-0.41
γ8-0.2009-0.68
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts