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V-Lab

Pacific Securities Co Ltd/The/China Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.15% (-0.83%)
Analysis last updated: Saturday, February 7, 2026 at 08:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacific Securities Co Ltd/The/China SGARCH
paramt-stat
ω2.29397.59
α0.11995.66
β0.806625.24
γ10.19551.62
γ2-0.1812-0.93
γ30.09420.59
γ4-0.3775-2.03
γ50.62862.92
γ6-0.7262-3.79
γ70.76463.76
γ8-0.9457-2.63
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts