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V-Lab

Chang Type Industrial Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.14% (+4.06%)
Analysis last updated: Sunday, February 8, 2026 at 03:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chang Type Industrial Co SGARCH
paramt-stat
ω0.84076.05
α0.26308.79
β0.527911.09
γ10.16571.95
γ2-0.2716-2.13
γ30.03530.40
γ40.24222.93
γ5-0.3589-4.27
γ60.33583.99
γ7-0.2723-2.57
γ80.19951.56
γ90.00250.02
Estimation Period:
May 14, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts