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V-Lab

Sichuan Expressway Company Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.34% (-0.54%)
Analysis last updated: Saturday, February 7, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sichuan Expressway Company Limited SGARCH
paramt-stat
ω1.53834.30
α0.13007.58
β0.805133.92
γ10.01460.05
γ2-0.0733-0.16
γ30.51132.15
γ4-1.2761-3.98
γ51.71124.45
γ6-1.6706-4.58
γ71.40884.16
γ8-0.8845-2.84
γ90.01090.02
Estimation Period:
Jul 27, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts