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V-Lab

Bank of Tianjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.68% (-0.94%)
Analysis last updated: Tuesday, February 10, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank of Tianjin Co Ltd S0GARCH
paramt-stat
ω0.78973.60
α0.20216.03
β0.733419.55
γ11.96661.14
γ2-3.0151-0.95
γ31.06460.39
γ4-1.0754-0.51
γ53.48102.08
γ6-4.5250-2.41
γ72.79141.66
γ8-0.6394-0.70
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts