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V-Lab

China Banking Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.60% (-1.42%)
Analysis last updated: Friday, February 13, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Banking Corp SGARCH
paramt-stat
ω1.61991.67
α0.27618.15
β0.660920.85
γ10.28731.26
γ2-0.5561-1.88
γ30.39862.88
γ4-0.1098-0.88
γ5-0.1002-0.63
γ60.07480.40
γ70.09240.59
γ8-0.0841-0.59
γ9-0.0833-0.52
γ100.37642.24
Estimation Period:
Jan 12, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts