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V-Lab

Shenzhen Expressway Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.65%)
Analysis last updated: Saturday, February 7, 2026 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Expressway Corp Ltd SGARCH
paramt-stat
ω0.93804.31
α0.09214.76
β0.809517.68
γ10.12290.71
γ2-0.0991-0.40
γ3-0.2177-1.39
γ40.20261.33
γ50.27722.10
γ6-0.7039-5.78
γ70.78685.57
γ8-0.6035-4.30
γ90.46922.74
γ10-0.7451-2.42
Estimation Period:
Dec 25, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts