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V-Lab

Shengjing Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 14, 2025 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shengjing Bank Co Ltd S0GARCH
paramt-stat
ω0.28245.02
α0.26164.62
β0.54327.72
γ1-3.3140-3.92
γ23.86282.96
γ30.26320.31
γ4-1.8351-2.58
γ51.60182.24
γ60.40530.48
γ7-2.3332-2.44
γ81.60732.17
Estimation Period:
Dec 29, 2014 to Oct 28, 2025
Impact of return on volatility tomorrow
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