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V-Lab

China Motor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.16% (-0.66%)
Analysis last updated: Sunday, February 8, 2026 at 02:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Motor Co Ltd SGARCH
paramt-stat
ω0.91064.14
α0.14837.55
β0.706821.51
γ10.02540.36
γ2-0.0568-0.57
γ30.00400.08
γ40.11672.71
γ5-0.2088-5.44
γ60.16384.41
γ70.03140.65
γ8-0.1360-1.55
γ90.05070.35
Estimation Period:
Oct 23, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts