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V-Lab

China Steel Chemical Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (-1.48%)
Analysis last updated: Sunday, February 8, 2026 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Steel Chemical Corp SGARCH
paramt-stat
ω2.13593.93
α0.16485.08
β0.681513.60
γ1-0.0734-0.66
γ20.28981.63
γ3-0.3244-2.43
γ40.04140.39
γ50.21252.69
γ6-0.2851-4.05
γ70.26033.21
γ8-0.2383-2.13
γ90.30961.99
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts