Bank of Nanjing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.93% (+5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 11.98 | |
| 0.0787 | 18.81 | |
| 0.9221 | 284.67 | |
| -0.0184 | -3.41 |
Estimation Period:
Jul 19, 2007 to Jan 30, 2026
Jul 19, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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