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CMST Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.72% (-0.98%)
Analysis last updated: Friday, February 6, 2026 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CMST Development Co Ltd S0GARCH
paramt-stat
ω1.51395.81
α0.10398.63
β0.847050.55
γ1-0.0049-0.11
γ20.12721.90
γ3-0.2574-6.27
γ40.21175.39
γ5-0.1200-2.98
γ60.04811.17
γ70.01110.37
Estimation Period:
Jan 21, 1997 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts