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China Merchants Land Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.18% (-4.26%)
Analysis last updated: Saturday, February 7, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Merchants Land Ltd S0GARCH
paramt-stat
ω0.63964.82
α0.15047.13
β0.730825.66
γ1-0.1730-2.74
γ20.28812.89
γ3-0.2194-2.91
γ40.11141.71
γ50.00090.02
γ60.04761.15
γ7-0.0856-2.98
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts