Agricultural Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.64% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 7.89 | |
| 0.1114 | 13.89 | |
| 0.9040 | 158.78 | |
| -0.0585 | -6.26 |
Estimation Period:
Jul 15, 2010 to Feb 6, 2026
Jul 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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