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V-Lab

Anhui Expressway Company Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.43% (+0.49%)
Analysis last updated: Saturday, February 7, 2026 at 08:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Anhui Expressway Company Limited SGARCH
paramt-stat
ω1.04045.51
α0.12635.24
β0.763320.19
γ10.15121.50
γ2-0.2605-1.75
γ30.03140.34
γ40.36914.56
γ5-0.6123-7.61
γ60.49015.48
γ7-0.1536-1.34
γ8-0.2027-1.34
Estimation Period:
Jan 7, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts