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V-Lab

China Petroleum Engineering Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.88% (-5.20%)
Analysis last updated: Tuesday, February 10, 2026 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Petroleum Engineering Corp S0GARCH
paramt-stat
ω0.72286.49
α0.13589.02
β0.795336.78
γ10.11332.56
γ2-0.2393-3.57
γ30.18254.19
γ4-0.0745-1.95
γ50.01300.37
γ60.01930.74
Estimation Period:
Dec 25, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts