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Bank of Beijing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.45% (0.00%)
Analysis last updated: Friday, February 6, 2026 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Beijing Co Ltd S0GARCH
paramt-stat
ω1.44754.69
α0.09824.56
β0.868629.64
γ1-0.3461-2.91
γ20.60923.29
γ3-0.4976-3.25
γ40.44193.09
γ5-0.4138-3.17
γ60.48014.21
γ7-0.4074-5.27
Estimation Period:
Sep 19, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts