Jiangsu Changshu Rural Commercial Bank Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.55% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2149 | 7.85 | |
| 0.0748 | 3.71 | |
| 0.8537 | 21.18 | |
| -0.0077 | -0.77 |
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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