Bank of Zhengzhou Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.90% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 11.89 | |
| 0.3327 | 9.42 | |
| 0.6979 | 39.52 | |
| -0.1378 | -4.05 |
Estimation Period:
Sep 19, 2018 to Feb 6, 2026
Sep 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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