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V-Lab

Shanghai Chinafortune Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.21% (+1.80%)
Analysis last updated: Saturday, February 7, 2026 at 08:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Chinafortune Co Ltd SGARCH
paramt-stat
ω1.67544.49
α0.11369.48
β0.827542.42
γ10.00170.02
γ2-0.0156-0.15
γ30.12052.39
γ4-0.2268-5.96
γ50.18474.36
γ6-0.0642-1.60
γ7-0.0469-1.21
γ80.09351.91
Estimation Period:
Dec 2, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts