Jiangsu Zijin Rural Commercial Bank Co.,Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.90% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2430 | 10.15 | |
| 0.2435 | 10.33 | |
| 0.7406 | 55.65 | |
| -0.1011 | -2.69 |
Estimation Period:
Jan 3, 2019 to Jan 30, 2026
Jan 3, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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