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V-Lab

Shanghai Pudong Development Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.88% (-0.13%)
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 SGARCH
paramt-stat
ω0.82843.02
α0.09836.19
β0.850741.59
γ10.05940.35
γ2-0.0455-0.20
γ30.00300.02
γ4-0.2675-2.37
γ50.53014.85
γ6-0.5037-4.66
γ70.46524.07
γ8-0.4959-4.25
γ90.51043.68
γ10-0.3194-1.71
Estimation Period:
Nov 10, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts