China Minsheng Banking Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.91% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1567 | 19.09 | |
| 0.1206 | 13.91 | |
| 0.8274 | 145.49 | |
| 0.0088 | 0.68 |
Estimation Period:
Nov 26, 2009 to Feb 6, 2026
Nov 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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