Csb Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.29% (-4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5293 | 9.82 | |
| 0.1054 | 8.25 | |
| 0.8088 | 59.27 | |
| -0.0267 | -1.27 |
Estimation Period:
Dec 4, 2019 to Feb 6, 2026
Dec 4, 2019 to Feb 6, 2026
News Impact Curve
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