Jiangsu Jiangyin Rural Commercial Bank Co.,LTD. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.26% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 9.50 | |
| 0.1532 | 14.26 | |
| 0.8816 | 157.45 | |
| -0.0719 | -5.99 |
Estimation Period:
Sep 2, 2016 to Feb 6, 2026
Sep 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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