Skip to main content
V-Lab

China Everbright Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.61% (+0.30%)
Analysis last updated: Wednesday, February 11, 2026 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Everbright Bank Co Ltd S0GARCH
paramt-stat
ω0.93955.69
α0.12564.47
β0.61527.76
γ10.91221.99
γ2-2.2381-3.69
γ32.37455.99
γ4-1.5220-3.84
γ51.14192.92
γ6-1.7560-3.05
γ71.72662.66
γ8-0.3816-0.65
γ9-0.6420-0.84
γ100.45100.68
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts