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V-Lab

China Zheshang Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.03% (-1.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Zheshang Bank Co Ltd S0GARCH
paramt-stat
ω0.54682.41
α0.20234.77
β0.60079.60
γ10.18230.23
γ2-0.2510-0.21
γ3-0.6068-0.79
γ41.54452.37
γ5-1.6467-2.29
γ61.26281.80
γ7-0.6046-1.39
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts