Skip to main content
V-Lab

Shanghai Pudong Development Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.35% (-0.12%)
Analysis last updated: Saturday, February 7, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Pudong Development Bank Co Ltd S0GARCH
paramt-stat
ω0.82593.01
α0.09856.19
β0.851041.70
γ10.04850.28
γ2-0.0274-0.12
γ3-0.0104-0.08
γ4-0.2542-2.26
γ50.51454.72
γ6-0.4876-4.51
γ70.45563.99
γ8-0.5011-4.42
γ90.54074.45
γ10-0.4075-3.95
Estimation Period:
Nov 10, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts