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V-Lab

Shanghai Rural Commercial Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (-3.27%)
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 SGARCH
paramt-stat
ω1.37293.54
α0.13714.13
β0.57395.88
γ115.26223.47
γ2-23.1546-3.77
γ311.01272.89
γ4-3.3863-0.82
γ55.26391.35
γ6-12.4946-2.91
γ711.05551.86
γ8-5.5696-0.74
γ92.91930.34
Estimation Period:
Aug 19, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts