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V-Lab

Shenzhen Expressway Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.77% (-0.88%)
Analysis last updated: Saturday, February 7, 2026 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Expressway Corp Ltd SGARCH
paramt-stat
ω1.86547.91
α0.13887.27
β0.762926.54
γ1-0.0424-0.88
γ20.04240.53
γ30.12701.94
γ4-0.3208-5.40
γ50.37546.06
γ6-0.3089-4.74
γ70.19503.42
γ8-0.0693-1.12
γ9-0.0835-0.78
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts