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V-Lab

China Mengniu Dairy Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.07% (-1.84%)
Analysis last updated: Tuesday, February 10, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Mengniu Dairy Co Ltd SGARCH
paramt-stat
ω1.12916.11
α0.10055.43
β0.765024.11
γ10.29732.38
γ2-0.5316-2.76
γ30.31912.84
γ4-0.0656-0.61
γ5-0.0237-0.16
γ6-0.0051-0.04
γ70.00230.02
γ80.10871.06
γ9-0.4902-3.31
Estimation Period:
Jun 10, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts