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V-Lab

China International Capital Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.57% (-0.84%)
Analysis last updated: Tuesday, February 17, 2026 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China International Capital Corp Ltd S0GARCH
paramt-stat
ω1.17838.14
α0.11643.04
β0.693611.63
γ11.15667.15
γ2-1.6071-6.40
γ30.57142.75
γ4-0.2103-1.10
γ50.20961.05
γ6-0.2014-1.13
Estimation Period:
Nov 9, 2015 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts