Bank of Chengdu Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.34% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1272 | 9.56 | |
| 0.1277 | 11.38 | |
| 0.8577 | 94.89 | |
| -0.0265 | -2.14 |
Estimation Period:
Jan 31, 2018 to Jan 30, 2026
Jan 31, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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