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V-Lab

Mao Bao Chemical Products Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.81% (-6.53%)
Analysis last updated: Sunday, February 8, 2026 at 03:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mao Bao Chemical Products SGARCH
paramt-stat
ω1.56396.27
α0.16908.74
β0.761028.31
γ10.01130.15
γ20.01630.14
γ3-0.0936-0.88
γ40.17431.35
γ5-0.2364-1.75
γ60.35622.53
γ7-0.5008-3.41
γ80.53923.06
Estimation Period:
Jan 8, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts