Bank of Changsha Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.17% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 8.16 | |
| 0.1980 | 9.01 | |
| 0.7998 | 56.90 | |
| -0.1309 | -6.39 |
Estimation Period:
Sep 26, 2018 to Feb 6, 2026
Sep 26, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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