Skip to main content
V-Lab

China Glaze Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.30% (+2.61%)
Analysis last updated: Sunday, February 8, 2026 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Glaze Co Ltd S0GARCH
paramt-stat
ω1.07934.44
α0.158010.03
β0.676919.06
γ10.08431.54
γ2-0.2357-3.29
γ30.33548.39
γ4-0.3198-7.54
γ50.15372.93
γ60.04020.72
γ7-0.0814-1.49
γ80.02090.33
γ9-0.0004-0.01
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts