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Bank of Communications Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.42% (+0.87%)
Analysis last updated: Friday, February 6, 2026 at 08:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Communications Co Ltd S0GARCH
paramt-stat
ω1.59615.13
α0.12004.94
β0.819823.27
γ1-0.3965-3.79
γ20.70504.45
γ3-0.4697-3.78
γ40.22611.84
γ5-0.1148-0.88
γ60.18401.47
γ7-0.2149-2.52
Estimation Period:
May 15, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts