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V-Lab

China Everbright Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.21% (-0.44%)
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 SGARCH
paramt-stat
ω0.84424.25
α0.11077.20
β0.810635.66
γ10.12831.07
γ2-0.2401-1.39
γ30.09201.04
γ40.11951.81
γ5-0.2116-3.02
γ60.19533.10
γ7-0.1476-2.73
γ80.12382.52
γ9-0.0892-1.79
γ100.18492.37
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts