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V-Lab

China Enterprise Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.60% (-2.51%)
Analysis last updated: Saturday, February 7, 2026 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Enterprise Co Ltd SGARCH
paramt-stat
ω1.23116.64
α0.15888.22
β0.711623.32
γ1-0.0737-0.83
γ20.11620.88
γ3-0.0713-0.95
γ40.19453.32
γ5-0.3915-7.47
γ60.35626.72
γ7-0.2228-3.76
γ80.11271.65
γ90.10061.29
γ10-0.3168-2.13
Estimation Period:
Sep 24, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts