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V-Lab

China Merchants Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.97% (-1.62%)
Analysis last updated: Saturday, February 7, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Merchants Securities Co Ltd S0GARCH
paramt-stat
ω0.34683.50
α0.15153.52
β0.703311.12
γ11.73702.41
γ2-3.2308-3.28
γ32.31384.28
γ4-1.5996-2.69
γ51.07841.64
γ6-0.1704-0.28
γ70.17650.33
γ8-0.6769-1.86
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts