Xiamen Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.71% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 6.98 | |
| 0.1752 | 7.72 | |
| 0.8495 | 67.21 | |
| -0.1141 | -4.61 |
Estimation Period:
Oct 27, 2020 to Feb 13, 2026
Oct 27, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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