China Everbright Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.48% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4553 | 15.93 | |
| 0.2144 | 8.65 | |
| 0.6750 | 48.87 | |
| -0.0858 | -3.00 |
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Dec 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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