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V-Lab

China CSSC Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.92% (-0.87%)
Analysis last updated: Friday, February 6, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China CSSC Holdings Ltd SGARCH
paramt-stat
ω0.92215.36
α0.08017.26
β0.857041.59
γ1-0.0267-0.41
γ20.13991.50
γ3-0.2767-4.16
γ40.27113.94
γ5-0.1518-2.50
γ60.05771.04
γ7-0.0132-0.22
γ8-0.0317-0.39
Estimation Period:
May 20, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts