China Minsheng Banking Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 13.97 | |
| 0.1185 | 22.89 | |
| 0.8872 | 264.44 | |
| -0.0114 | -1.18 |
Estimation Period:
Dec 19, 2000 to Feb 6, 2026
Dec 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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