Bank of Tianjin Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.38% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7115 | 3.15 | |
| 0.2031 | 5.84 | |
| 0.7167 | 16.44 | |
| 1.5780 | 0.53 | |
| -1.7101 | -0.32 | |
| -1.2594 | -0.33 | |
| 2.4142 | 1.09 | |
| -2.4931 | -1.64 | |
| 4.5619 | 3.10 | |
| -6.8343 | -3.95 | |
| 6.8403 | 2.89 | |
| -7.2297 | -1.96 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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