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V-Lab

Bank of Chengdu Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.23% (-1.77%)
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. SGARCH
paramt-stat
ω1.26093.54
α0.11662.78
β0.66545.61
γ1-2.1580-2.27
γ24.63583.51
γ3-3.8657-4.35
γ41.80062.27
γ5-1.1791-1.62
γ61.78972.09
γ7-1.7460-1.61
γ80.96000.70
Estimation Period:
Jan 31, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts