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V-Lab

China Renewable Energy Investment Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.76% (-1.75%)
Analysis last updated: Saturday, February 7, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Renewable Energy Investment Ltd S0GARCH
paramt-stat
ω0.83184.51
α0.28024.76
β0.37025.08
γ1-1.0823-4.41
γ21.59444.67
γ3-0.7514-3.50
γ40.45651.78
γ5-0.5749-2.35
γ60.77994.08
γ7-0.5691-3.13
γ80.04080.20
γ90.20561.04
γ10-0.1176-0.92
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts