Bank of Jiangsu Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.77% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5641 | 6.01 | |
| 0.1759 | 2.81 | |
| 0.6103 | 5.95 | |
| 0.7126 | 2.61 | |
| -0.8115 | -1.89 | |
| 0.3557 | 1.11 | |
| -0.9413 | -3.45 | |
| 1.4665 | 5.34 | |
| -1.4907 | -3.02 |
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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