Bank of Chongqing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.03% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 10.23 | |
| 0.2061 | 11.09 | |
| 0.8486 | 113.09 | |
| -0.1646 | -8.09 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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