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V-Lab

Guangshen Railway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-0.85%)
Analysis last updated: Saturday, February 7, 2026 at 10:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangshen Railway Co Ltd SGARCH
paramt-stat
ω0.74266.35
α0.08606.84
β0.848637.85
γ1-0.2998-5.21
γ20.38774.37
γ3-0.0251-0.38
γ4-0.2007-3.10
γ50.28344.77
γ6-0.2435-4.55
γ70.12502.16
γ80.04370.64
γ9-0.2161-1.25
Estimation Period:
May 14, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts