Bank of Jiangsu Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 9.95 | |
| 0.2511 | 18.58 | |
| 0.9357 | 190.11 | |
| 0.0808 | 7.44 |
Estimation Period:
Aug 2, 2016 to Feb 6, 2026
Aug 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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