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V-Lab

China Automobile New Retail Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.54% (+6.63%)
Analysis last updated: Saturday, February 7, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Automobile New Retail Holdings Ltd S0GARCH
paramt-stat
ω1.71004.55
α0.17516.12
β0.685414.91
γ10.00010.00
γ20.04310.29
γ3-0.1336-1.39
γ40.34523.59
γ5-0.4804-4.49
γ60.28703.48
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts