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V-Lab

Guangzhou Rural Commercial Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.30% (+0.19%)
Analysis last updated: Saturday, February 7, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Guangzhou Rural Commercial Bank Co Ltd S0GARCH
paramt-stat
ω0.03962.72
α0.20213.33
β0.44684.21
γ1-9.2771-2.78
γ25.72951.21
γ38.11462.50
γ4-9.4054-2.73
γ59.92173.30
γ6-9.2054-3.61
γ75.69642.21
γ8-2.7660-1.11
γ92.12381.14
Estimation Period:
Jun 20, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts