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China Aluminum Int Engr Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.02% (-4.18%)
Analysis last updated: Saturday, February 7, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Aluminum Int Engr Corp S0GARCH
paramt-stat
ω1.11162.95
α0.72284.42
β0.02800.74
γ1-0.0232-0.06
γ2-0.1454-0.27
γ30.09620.32
γ40.46591.47
γ5-0.8788-2.44
γ60.76041.80
γ7-0.3212-0.93
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts