Skip to main content
V-Lab

Chongqing Changan Automobile Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.78% (-4.64%)
Analysis last updated: Saturday, February 7, 2026 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chongqing Changan Automobile Co Ltd SGARCH
paramt-stat
ω1.22776.78
α0.14149.76
β0.752027.52
γ1-0.1369-3.16
γ20.24073.78
γ3-0.1608-3.45
γ40.07981.79
γ5-0.0614-1.39
γ60.12272.66
γ7-0.1615-2.75
γ80.06600.67
Estimation Period:
Nov 8, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts