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Macauto Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.46% (-0.20%)
Analysis last updated: Sunday, February 8, 2026 at 04:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macauto Industrial Co Ltd SGARCH
paramt-stat
ω0.90235.74
α0.10397.56
β0.805130.70
γ10.17361.67
γ2-0.4128-2.67
γ30.48255.01
γ4-0.4400-5.38
γ50.33944.20
γ6-0.2637-2.73
γ70.15521.44
γ80.04900.41
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts