Jiangsu Changshu Rural Commercial Bank Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.34% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1206 | 13.04 | |
| 0.0951 | 12.90 | |
| 0.8908 | 160.27 | |
| -0.0409 | -4.46 |
Estimation Period:
Oct 7, 2016 to Feb 6, 2026
Oct 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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