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V-Lab

Sichuan Guangan AAA PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.94% (+0.05%)
Analysis last updated: Friday, February 6, 2026 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sichuan Guangan AAA PCL SGARCH
paramt-stat
ω0.85232.86
α0.10967.69
β0.829636.07
γ10.19350.61
γ2-0.5585-1.45
γ30.56723.55
γ4-0.2904-1.79
γ50.21201.21
γ6-0.3816-1.64
γ70.62272.21
γ8-0.7064-2.61
γ90.78092.62
γ10-1.1578-3.11
Estimation Period:
Sep 6, 2004 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts