China Banking Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.91% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 19.37 | |
| 0.2190 | 17.40 | |
| 0.7990 | 128.19 | |
| -0.0360 | -1.84 |
Estimation Period:
Jan 12, 1990 to Feb 6, 2026
Jan 12, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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