Skip to main content
V-Lab

New World Department Store China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.22% (-0.34%)
Analysis last updated: Friday, February 13, 2026 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New World Department Store China Ltd SGARCH
paramt-stat
ω1.09546.02
α0.18664.91
β0.664513.55
γ1-0.5655-3.57
γ20.80463.54
γ3-0.2856-1.91
γ40.21651.37
γ5-0.5188-2.88
γ60.79483.82
γ7-0.7015-3.02
γ80.36421.17
γ9-0.1501-0.24
Estimation Period:
Jul 12, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts