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V-Lab

SOHO China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.34% (+1.01%)
Analysis last updated: Tuesday, February 17, 2026 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SOHO China Ltd SGARCH
paramt-stat
ω1.18957.43
α0.17994.54
β0.47435.35
γ1-0.6194-3.72
γ21.05274.36
γ3-0.7500-4.78
γ40.72204.38
γ5-0.7990-3.80
γ60.81572.71
γ7-0.7270-1.96
γ80.27900.80
γ90.25410.85
γ10-0.8556-2.60
Estimation Period:
Oct 8, 2007 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts