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Macauto Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.14% (-0.23%)
Analysis last updated: Sunday, February 8, 2026 at 04:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macauto Industrial Co Ltd S0GARCH
paramt-stat
ω0.90475.69
α0.10557.65
β0.805631.45
γ10.16531.58
γ2-0.3971-2.55
γ30.47034.84
γ4-0.4335-5.24
γ50.34034.16
γ6-0.2756-2.84
γ70.18961.83
γ8-0.0509-0.63
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts