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New World Department Store China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.78% (-5.98%)
Analysis last updated: Saturday, February 7, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New World Department Store China Ltd S0GARCH
paramt-stat
ω1.09505.99
α0.18644.89
β0.664713.55
γ1-0.5540-3.48
γ20.78233.43
γ3-0.2650-1.78
γ40.19861.26
γ5-0.5054-2.82
γ60.78853.85
γ7-0.7058-3.29
γ80.38651.78
γ9-0.2154-1.25
Estimation Period:
Jul 12, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts