Bank of Jiujiang Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.64% (-17.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2237 | 9.11 | |
| 0.1962 | 2.87 | |
| 0.5458 | 23.44 | |
| 0.5158 | 3.99 |
Estimation Period:
Jul 10, 2018 to Feb 13, 2026
Jul 10, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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