Bank of East Asia Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.86% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 21.67 | |
| 0.2102 | 43.26 | |
| 0.9708 | 828.34 | |
| -0.0283 | -6.90 |
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 EGARCH Analyses on International Equities