Bank of Lanzhou Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.49% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1565 | 12.51 | |
| 0.3518 | 13.67 | |
| 0.7653 | 78.71 | |
| -0.2961 | -10.46 |
Estimation Period:
Jan 17, 2022 to Feb 13, 2026
Jan 17, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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