Bank of East Asia Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.93% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 21.80 | |
| 0.1237 | 35.69 | |
| 0.8562 | 254.21 | |
| 0.2663 | 7.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of East Asia Ltd/The Analyses
Other AGARCH Analyses on International Equities