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V-Lab

Lufax Holding Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Lufax Holding Ltd SGARCH
paramt-stat
ω0.51815,181,000.00
α0.82508,249,900.00
β0.16941,694,370.00
γ123.5917235,916,800.00
γ2-75.9509-759,509,100.00
γ3-5.5867-55,867,460.00
γ4-245.5784-2,455,784,000.00
γ5354.40593,544,059,000.00
γ6952.82319,528,231,000.00
γ7-860.5419-8,605,419,000.00
γ8-5,409.7760-54,097,760,000.00
γ9-1,895.8250-18,958,250,000.00
Estimation Period:
Apr 14, 2023 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts