Skip to main content
V-Lab

China Banking Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:20.69% (+2.84%)
Analysis last updated: Tuesday, February 17, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Banking Corp S0GARCH
paramt-stat
ω1.67961.62
α0.27528.42
β0.669822.10
γ10.27041.15
γ2-0.5272-1.73
γ30.38022.69
γ4-0.1016-0.80
γ5-0.0991-0.61
γ60.06260.33
γ70.12340.78
γ8-0.1538-1.11
γ90.07750.53
γ10-0.0660-0.61
Estimation Period:
Jan 12, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts