Qingdao Rural Commercial Bank Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.57% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 11.45 | |
| 0.1190 | 10.39 | |
| 0.8905 | 201.19 | |
| -0.0393 | -2.17 |
Estimation Period:
Mar 26, 2019 to Feb 13, 2026
Mar 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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