China Everbright Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.30% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 14.37 | |
| 0.1349 | 18.94 | |
| 0.8823 | 214.68 | |
| -0.0698 | -6.82 |
Estimation Period:
Aug 18, 2010 to Jan 30, 2026
Aug 18, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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