Bank of Guiyang Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.11% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1156 | 11.96 | |
| 0.2536 | 10.31 | |
| 0.8137 | 100.03 | |
| -0.2094 | -7.42 |
Estimation Period:
Aug 16, 2016 to Feb 6, 2026
Aug 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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