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V-Lab

Everbright Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.35% (-1.18%)
Analysis last updated: Wednesday, February 11, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Everbright Securities Co Ltd S0GARCH
paramt-stat
ω0.55214.50
α0.15273.86
β0.62208.50
γ11.69351.73
γ2-1.6106-1.06
γ3-1.2919-1.10
γ42.73252.62
γ5-3.6937-4.27
γ64.19645.57
γ7-3.4247-4.04
γ82.55162.57
γ9-1.9331-2.14
γ100.97341.75
Estimation Period:
Aug 18, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts