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V-Lab

DongFeng Automobile Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.79% (-0.77%)
Analysis last updated: Saturday, February 7, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DongFeng Automobile Co Ltd SGARCH
paramt-stat
ω1.09575.23
α0.12417.92
β0.792328.39
γ10.13572.04
γ2-0.0472-0.48
γ3-0.3131-4.04
γ40.40934.58
γ5-0.2994-3.67
γ60.20652.96
γ7-0.1413-2.12
γ8-0.0159-0.18
Estimation Period:
Jul 27, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts