Shanghai Rural Commercial Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.49% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 7.16 | |
| 0.1744 | 11.47 | |
| 0.8748 | 192.85 | |
| -0.1254 | -6.65 |
Estimation Period:
Aug 19, 2021 to Feb 13, 2026
Aug 19, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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