BOC Hong Kong Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.37% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 14.45 | |
| 0.0442 | 16.19 | |
| 0.9276 | 335.83 | |
| 0.0279 | 5.47 |
Estimation Period:
Jul 25, 2002 to Jan 30, 2026
Jul 25, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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