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V-Lab

Shanghai Rural Commercial Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.85% (-3.23%)
Analysis last updated: Saturday, February 7, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shanghai Rural Commercial Bank Co Ltd S0GARCH
paramt-stat
ω1.34913.44
α0.13704.14
β0.57736.01
γ114.91823.34
γ2-22.6336-3.64
γ310.70602.80
γ4-3.1615-0.76
γ55.11131.31
γ6-12.4162-2.96
γ711.05111.98
γ8-5.6572-0.87
γ93.20400.68
Estimation Period:
Aug 19, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts