BOC Hong Kong Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.42% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0165 | 5.80 | |
| 0.8047 | 41.17 | |
| 0.0969 | 13.40 | |
| 0.0740 | 1.00 | |
| 0.0882 | 1.23 | |
| 0.8825 | 8.79 |
Estimation Period:
Jul 25, 2002 to Feb 20, 2026
Jul 25, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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