Bank of East Asia Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.20% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 22.51 | |
| 0.0971 | 21.50 | |
| 0.8580 | 262.45 | |
| 0.0534 | 6.35 |
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 GJR-GARCH Analyses on International Equities