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V-Lab

First Tractor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.51% (-1.99%)
Analysis last updated: Saturday, February 21, 2026 at 07:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Tractor Co Ltd SGARCH
paramt-stat
ω1.59113.32
α0.11605.65
β0.773522.60
γ1-0.0345-0.17
γ20.02530.10
γ30.15681.02
γ4-0.3797-2.00
γ50.38112.05
γ60.02500.15
γ7-0.5132-2.73
γ80.65843.34
γ9-0.7652-2.45
Estimation Period:
Jan 2, 2007 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts