Bank of Zhengzhou Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.24% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1846 | 13.81 | |
| 0.1796 | 10.91 | |
| 0.7930 | 78.93 | |
| -0.0283 | -1.01 |
Estimation Period:
Dec 23, 2015 to Feb 6, 2026
Dec 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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