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Bank of East Asia Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.42% (+1.16%)
Analysis last updated: Saturday, February 7, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of East Asia Ltd/The S0GARCH
paramt-stat
ω0.76545.04
α0.12328.71
β0.828747.80
γ1-0.1126-2.05
γ20.21802.51
γ3-0.2118-2.87
γ40.11091.66
γ50.12892.01
γ6-0.3237-3.64
γ70.31323.30
γ8-0.1285-1.85
γ9-0.0260-0.40
γ100.04090.74
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts