People's Insurance Co Group of China Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.27% (+3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1294 | 15.34 | |
| 0.1149 | 11.21 | |
| 0.8675 | 171.70 | |
| -0.0362 | -2.74 |
Estimation Period:
Dec 7, 2012 to Feb 13, 2026
Dec 7, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other People's Insurance Co Group of China Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities