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V-Lab

Citic Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.67% (-1.17%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Citic Securities Co Ltd SGARCH
paramt-stat
ω1.06915.45
α0.13684.92
β0.653310.96
γ1-0.1133-0.48
γ20.50401.49
γ3-1.1408-4.86
γ41.56706.94
γ5-1.2714-5.32
γ60.69232.00
γ7-0.6143-1.24
γ80.98691.95
γ9-1.4835-2.88
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts