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China First Heavy Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.66% (-3.95%)
Analysis last updated: Saturday, February 7, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China First Heavy Industries S0GARCH
paramt-stat
ω0.52725.97
α0.16885.65
β0.701714.53
γ1-0.7750-2.76
γ20.76541.90
γ30.74182.53
γ4-1.7424-5.54
γ51.53794.07
γ6-0.6743-1.76
γ70.28460.76
γ8-0.4768-1.23
γ90.91272.37
γ10-0.8814-3.28
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts