Jiangsu Jiangyin Rural Commercial Bank Co.,LTD. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.38% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 58.2402 | 6.09 | |
| 0.1194 | 69.08 | |
| 0.9990 | 6,615.89 | |
| 3.5774 | 40.10 |
Estimation Period:
Sep 2, 2016 to Feb 13, 2026
Sep 2, 2016 to Feb 13, 2026
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