Skip to main content
V-Lab

China Sandi Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:39.10% (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 SGARCH
paramt-stat
ω0.87213.18
α0.22684.50
β0.38275.59
γ1-0.8975-2.77
γ21.62943.28
γ3-1.3251-3.21
γ41.12852.93
γ5-1.0896-3.08
γ60.80702.01
γ7-0.2105-0.45
γ80.01800.05
γ90.32340.95
γ10-1.7739-4.70
Estimation Period:
Jan 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts