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V-Lab

Cathay Real Estate Dev Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.93% (+0.03%)
Analysis last updated: Sunday, February 8, 2026 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Real Estate Dev Co SGARCH
paramt-stat
ω1.72396.57
α0.09706.97
β0.853745.08
γ10.04831.01
γ20.00260.04
γ3-0.0929-2.06
γ40.04621.09
γ50.02470.58
γ6-0.1357-2.86
γ70.25863.31
γ8-0.2961-2.14
γ90.22611.32
γ100.01550.09
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts