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V-Lab

China Everbright Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.98% (-1.59%)
Analysis last updated: Tuesday, February 10, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Everbright Bank Co Ltd SGARCH
paramt-stat
ω0.95705.76
α0.12524.46
β0.61397.70
γ10.98562.15
γ2-2.3565-3.89
γ32.45646.19
γ4-1.5899-4.00
γ51.19743.06
γ6-1.7991-3.12
γ71.76052.67
γ8-0.4130-0.62
γ9-0.6011-0.56
γ100.36310.20
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts