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V-Lab

Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.13% (+0.65%)
Analysis last updated: Friday, February 13, 2026 at 08:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of China Ltd S0GARCH
paramt-stat
ω0.98814.45
α0.11445.28
β0.824327.57
γ1-0.5912-3.04
γ20.50901.67
γ30.35191.15
γ4-0.0989-0.23
γ5-0.7040-1.53
γ61.05472.91
γ7-1.0205-3.94
γ81.01553.89
γ9-0.7109-2.29
γ100.16470.72
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts