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V-Lab

Shanghai Commercial & Savings Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.16% (-1.24%)
Analysis last updated: Sunday, February 8, 2026 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Commercial & Savings Bank Ltd/The S0GARCH
paramt-stat
ω0.80823.28
α0.19344.64
β0.44734.48
γ12.19192.87
γ2-2.8389-2.70
γ30.76931.01
γ40.29200.36
γ5-1.2811-1.84
γ61.41982.22
γ7-1.1560-2.02
γ81.34702.09
γ9-1.3127-2.16
γ100.77672.04
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts