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V-Lab

China Rare Earth Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:112.60% (-23.45%)
Analysis last updated: Thursday, June 19, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Rare Earth Holdings Ltd S0GARCH
paramt-stat
ω1.04255.24
α0.19234.83
β0.647213.39
γ10.00380.01
γ2-0.1288-0.20
γ30.12370.24
γ40.19940.54
γ5-0.4694-1.51
γ60.51241.68
γ7-0.2243-0.63
γ8-0.3104-0.86
γ90.63421.55
γ10-0.4906-1.25
Estimation Period:
Jan 2, 2007 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts