Skip to main content
V-Lab

Guangzhou Automobile Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.45% (-0.43%)
Analysis last updated: Saturday, February 7, 2026 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangzhou Automobile Group Co Ltd S0GARCH
paramt-stat
ω0.72492.75
α0.07304.60
β0.831021.35
γ1-1.6450-2.56
γ22.91673.34
γ3-2.4944-4.84
γ42.13554.90
γ5-1.3920-3.04
γ61.07411.95
γ7-1.3918-2.99
γ81.03172.55
γ90.04920.12
γ10-0.4275-1.40
Estimation Period:
Mar 29, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts