Bank of Jiangsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.90% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1202 | 13.56 | |
| 0.2033 | 12.34 | |
| 0.8045 | 84.90 | |
| -0.1194 | -6.69 |
Estimation Period:
Aug 2, 2016 to Feb 13, 2026
Aug 2, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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