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V-Lab

Chow Tai Fook Jewellery Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.65% (-2.66%)
Analysis last updated: Saturday, February 7, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chow Tai Fook Jewellery SGARCH
paramt-stat
ω1.28482.32
α0.09436.05
β0.898989.13
γ1-0.6557-0.51
γ20.84560.39
γ30.33550.18
γ4-3.1455-1.77
γ56.95512.04
γ6-6.9953-1.50
γ73.22180.89
γ8-0.7289-0.39
γ90.24560.22
γ10-0.1577-0.12
Estimation Period:
Dec 15, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts