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V-Lab

China Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.43% (-0.62%)
Analysis last updated: Sunday, February 8, 2026 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Motor Co Ltd S0GARCH
paramt-stat
ω0.86223.87
α0.14897.73
β0.709822.31
γ10.00850.12
γ2-0.0352-0.35
γ30.00030.01
γ40.11152.58
γ5-0.2000-5.18
γ60.15574.18
γ70.03800.90
γ8-0.1455-2.46
γ90.07551.30
Estimation Period:
Oct 23, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts