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Chang Type Industrial Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.02% (+4.70%)
Analysis last updated: Sunday, February 8, 2026 at 03:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chang Type Industrial Co S0GARCH
paramt-stat
ω0.83805.96
α0.26488.79
β0.533211.36
γ10.15401.80
γ2-0.2528-1.97
γ30.02490.28
γ40.24592.94
γ5-0.3592-4.23
γ60.33994.01
γ7-0.2936-2.81
γ80.26102.16
γ9-0.1590-1.73
Estimation Period:
May 14, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts