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V-Lab

Bank of Tianjin Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.38% (-1.41%)
Analysis last updated: Saturday, February 7, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank of Tianjin Co Ltd SGARCH
paramt-stat
ω0.71153.15
α0.20315.84
β0.716716.44
γ11.57800.53
γ2-1.7101-0.32
γ3-1.2594-0.33
γ42.41421.09
γ5-2.4931-1.64
γ64.56193.10
γ7-6.8343-3.95
γ86.84032.89
γ9-7.2297-1.96
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts