Bank of Jiangsu Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.52% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1669 | 23.96 | |
| 0.1863 | 28.20 | |
| 0.7364 | 137.34 | |
| -0.3220 | -8.84 |
Estimation Period:
Aug 2, 2016 to Jan 30, 2026
Aug 2, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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