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Bank of East Asia Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.27% (+5.43%)
Analysis last updated: Tuesday, February 10, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of East Asia Ltd/The SGARCH
paramt-stat
ω0.72674.72
α0.12208.68
β0.830448.37
γ1-0.1383-2.43
γ20.26052.92
γ3-0.2414-3.23
γ40.12961.93
γ50.12391.93
γ6-0.3285-3.72
γ70.32033.39
γ8-0.1314-1.84
γ9-0.0315-0.45
γ100.06090.66
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts