Zhongyuan Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.06% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 9.79 | |
| 0.1156 | 12.83 | |
| 0.9014 | 196.60 | |
| -0.0340 | -2.14 |
Estimation Period:
Jul 19, 2017 to Feb 6, 2026
Jul 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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