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V-Lab

China Everbright Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.21% (-0.61%)
Analysis last updated: Saturday, February 7, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Everbright Ltd S0GARCH
paramt-stat
ω0.81553.92
α0.11177.11
β0.818037.84
γ10.10570.85
γ2-0.2085-1.16
γ30.08270.89
γ40.11231.60
γ5-0.1924-2.56
γ60.17062.51
γ7-0.1173-2.03
γ80.07321.38
γ90.01930.35
γ10-0.0868-1.69
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts