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V-Lab

China International Capital Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.56% (-1.37%)
Analysis last updated: Saturday, February 14, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China International Capital Corp Ltd SGARCH
paramt-stat
ω1.34978.78
α0.10723.06
β0.698610.94
γ11.74737.36
γ2-2.3356-5.94
γ30.73492.27
γ4-0.2315-0.75
γ50.02130.07
γ60.42171.03
γ7-1.2412-1.68
Estimation Period:
Nov 9, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts