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Tsingtao Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.16% (-1.83%)
Analysis last updated: Saturday, February 7, 2026 at 08:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tsingtao Brewery Co Ltd S0GARCH
paramt-stat
ω1.30885.51
α0.08818.21
β0.868255.23
γ1-0.0848-0.89
γ20.09450.67
γ3-0.0007-0.01
γ40.09611.41
γ5-0.2883-4.38
γ60.30014.00
γ7-0.1414-1.78
γ80.10301.26
γ9-0.2468-3.39
γ100.26195.59
Estimation Period:
Aug 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts