Analysis of China's Banking Market: Based on ARIMA Model

China's A-share stock market has long been influenced by the banking sector, which holds a significant market capitalization. However, much of the current market research is macro-focused, which can result in a lack of correlation with individual stocks. Thus, this paper will begin with individual stocks and utilize the autoregressive integrated moving average (ARIMA) forecasting model to statistically predict their expected value. Additionally, it will analyze the errors of individual stocks and various statistical indices, and ultimately relate them to the fluctuations and patterns in the banking sector. Through these analysis in individual stock behavior, this paper will provide insight into seeking the volatility and movements of individual stocks and exploring the correlation between market sentiment and individual stocks, particularly in relation to the banking sector. By understanding these trends and correlations, it is possible to predict stock movements, analyze stock fluctuations, and analyze market behavior. This information can be valuable to individuals and companies working in the stock market.