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V-Lab

Changchai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.83% (-0.25%)
Analysis last updated: Saturday, February 7, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Changchai Co Ltd S0GARCH
paramt-stat
ω0.96326.40
α0.10787.31
β0.837332.02
γ1-0.1381-4.15
γ20.22844.57
γ3-0.1486-3.90
γ40.03300.83
γ50.10882.19
γ6-0.1528-2.57
γ70.10182.26
Estimation Period:
Sep 13, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts