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V-Lab

CITIC Niya Wine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.70% (-0.58%)
Analysis last updated: Saturday, February 7, 2026 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Niya Wine Co Ltd S0GARCH
paramt-stat
ω0.94094.72
α0.12209.18
β0.827346.85
γ1-0.1789-2.61
γ20.40963.90
γ3-0.4017-4.61
γ40.20172.64
γ50.05730.81
γ6-0.2565-3.22
γ70.28843.70
γ8-0.1431-2.77
Estimation Period:
Jul 11, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts