Guangzhou Rural Commercial Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.15% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0251 | 13.08 | |
| 0.1996 | 8.36 | |
| 0.6803 | 47.65 | |
| 0.0014 | 0.03 |
Estimation Period:
Jun 20, 2017 to Feb 6, 2026
Jun 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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