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Agricultural Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.00% (-0.74%)
Analysis last updated: Saturday, February 7, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agricultural Bank of China Ltd S0GARCH
paramt-stat
ω1.26654.10
α0.09673.41
β0.879021.39
γ10.47821.93
γ2-0.9770-2.00
γ31.05942.15
γ4-1.0591-2.35
γ50.72252.00
γ6-0.0832-0.33
γ7-0.2862-1.94
Estimation Period:
Jul 15, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts