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V-Lab

Chang Jia M&E Eng Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.10% (+1.95%)
Analysis last updated: Saturday, February 14, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chang Jia M&E Eng Corp SGARCH
paramt-stat
ω1.33562.45
α0.29714.70
β0.37044.63
γ1-0.4330-0.43
γ20.42670.30
γ30.11970.13
γ4-0.1950-0.20
γ50.63840.78
γ6-1.8794-3.27
γ72.86434.50
γ8-2.2833-2.71
γ90.91471.00
γ10-1.3621-0.96
Estimation Period:
Nov 25, 2013 to Feb 11, 2026
Impact of return on volatility tomorrow
Volatility Forecasts