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V-Lab

Guotai Junan International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.61% (-2.07%)
Analysis last updated: Saturday, February 7, 2026 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guotai Junan International Holdings Ltd S0GARCH
paramt-stat
ω0.87035.36
α0.13344.29
β0.740614.49
γ1-0.3214-1.53
γ20.64191.92
γ3-0.7138-2.94
γ40.63623.22
γ5-0.2782-1.70
γ6-0.0218-0.13
γ70.32121.70
γ8-0.4713-2.76
Estimation Period:
Jul 8, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts