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V-Lab

Guangzhou Rural Commercial Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.73% (+0.15%)
Analysis last updated: Saturday, February 7, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Guangzhou Rural Commercial Bank Co Ltd SGARCH
paramt-stat
ω0.03972.69
α0.20173.34
β0.45514.34
γ1-9.2362-2.75
γ25.64261.18
γ38.23372.53
γ4-9.5687-2.77
γ510.10833.35
γ6-9.4188-3.69
γ76.00182.30
γ8-3.3429-1.19
γ93.47160.80
Estimation Period:
Jun 20, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts