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Tsingtao Brewery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.58% (-1.31%)
Analysis last updated: Friday, February 6, 2026 at 08:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tsingtao Brewery Co Ltd SGARCH
paramt-stat
ω1.35095.96
α0.09267.92
β0.858050.98
γ1-0.0453-0.90
γ20.03530.46
γ30.10412.22
γ4-0.2070-4.86
γ50.16603.84
γ6-0.0152-0.37
γ7-0.0861-1.95
γ8-0.0447-0.72
Estimation Period:
Aug 27, 1993 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts