Skip to main content
V-Lab

Bank of Chengdu Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (-1.74%)
Analysis last updated: Saturday, February 7, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank of Chengdu Co., Ltd. S0GARCH
paramt-stat
ω1.26813.56
α0.11662.78
β0.66445.58
γ1-2.1223-2.24
γ24.57883.48
γ3-3.8296-4.31
γ41.77802.24
γ5-1.1717-1.63
γ61.80462.25
γ7-1.8019-2.00
γ81.12261.65
Estimation Period:
Jan 31, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts