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V-Lab

Bank of Zhengzhou Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.44% (-0.11%)
Analysis last updated: Tuesday, February 10, 2026 at 08:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank of Zhengzhou Co., Ltd. SGARCH
paramt-stat
ω1.51682.65
α0.26263.22
β0.59666.15
γ1-0.7410-0.26
γ22.12480.45
γ3-3.8341-1.21
γ45.72142.83
γ5-5.1386-3.64
γ61.68661.23
γ72.67871.85
γ8-5.7258-3.45
γ93.20421.10
Estimation Period:
Sep 19, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts