Skip to main content
V-Lab

Tianjin Pharmaceutical DA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.24% (+2.97%)
Analysis last updated: Sunday, February 8, 2026 at 02:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tianjin Pharmaceutical DA SGARCH
paramt-stat
ω1.05582.01
α0.09515.96
β0.824729.18
γ1-0.2310-0.86
γ20.47361.34
γ3-0.4941-3.67
γ40.38503.38
γ5-0.1448-1.43
γ60.00300.04
γ70.03370.43
γ8-0.0605-0.68
γ90.10580.60
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts