Agricultural Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 14.09 | |
| 0.0633 | 14.80 | |
| 0.9030 | 244.25 | |
| 0.0227 | 2.61 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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