Skip to main content
V-Lab

China Merchants Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.27% (-1.29%)
Analysis last updated: Tuesday, February 10, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Merchants Securities Co Ltd SGARCH
paramt-stat
ω0.34453.62
α0.15633.56
β0.68029.99
γ11.75242.49
γ2-3.2693-3.40
γ32.36694.51
γ4-1.6815-2.91
γ51.24311.93
γ6-0.5412-0.91
γ71.03171.37
γ8-2.9541-1.72
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts