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V-Lab

China Sandi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:114.97% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Sandi Holdings Ltd S0GARCH
paramt-stat
ω0.88693.27
α0.21544.40
β0.38695.46
γ1-0.8469-2.65
γ21.54753.15
γ3-1.2715-3.09
γ41.09252.85
γ5-1.0716-3.06
γ60.81762.06
γ7-0.2771-0.60
γ80.20340.55
γ9-0.1662-0.60
γ10-0.2232-1.23
Estimation Period:
Jan 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts