Bank of Gansu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.68% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 9.95 | |
| 0.1639 | 5.98 | |
| 0.8543 | 77.78 | |
| -0.0363 | -1.12 |
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Jan 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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