Skip to main content
V-Lab

Guangzhou Automobile Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.32% (-0.51%)
Analysis last updated: Saturday, February 7, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangzhou Automobile Group Co Ltd SGARCH
paramt-stat
ω0.70692.87
α0.07584.30
β0.809217.32
γ1-1.7147-2.80
γ23.02863.64
γ3-2.5872-5.27
γ42.23245.37
γ5-1.4509-3.38
γ61.07092.09
γ7-1.3316-3.04
γ80.88932.25
γ90.36680.78
γ10-1.2438-1.41
Estimation Period:
Mar 29, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts