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V-Lab

Tianjin Pharmaceutical DA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.60% (+3.10%)
Analysis last updated: Sunday, February 8, 2026 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tianjin Pharmaceutical DA S0GARCH
paramt-stat
ω1.09562.05
α0.09605.93
β0.821928.45
γ1-0.2096-0.78
γ20.44041.24
γ3-0.4720-3.49
γ40.36663.22
γ5-0.1330-1.32
γ60.00170.02
γ70.02010.26
γ8-0.0216-0.29
γ90.00410.07
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts