Jiangsu Suzhou Rural Commercial Bank Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.26% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5443 | 3.98 | |
| 0.1901 | 4.15 | |
| 0.6630 | 10.28 | |
| 0.1237 | 0.30 | |
| -0.4965 | -0.85 | |
| 1.0074 | 2.67 | |
| -1.3279 | -3.69 | |
| 1.5845 | 4.12 | |
| -2.3271 | -3.55 |
Estimation Period:
Nov 29, 2016 to Feb 6, 2026
Nov 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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