China Merchants Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.02% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1312 | 13.38 | |
| 0.0541 | 12.46 | |
| 0.9105 | 276.25 | |
| 0.0283 | 3.07 |
Estimation Period:
Sep 22, 2006 to Feb 13, 2026
Sep 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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