Bank of East Asia Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.42% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7654 | 5.04 | |
| 0.1232 | 8.71 | |
| 0.8287 | 47.80 | |
| -0.1126 | -2.05 | |
| 0.2180 | 2.51 | |
| -0.2118 | -2.87 | |
| 0.1109 | 1.66 | |
| 0.1289 | 2.01 | |
| -0.3237 | -3.64 | |
| 0.3132 | 3.30 | |
| -0.1285 | -1.85 | |
| -0.0260 | -0.40 | |
| 0.0409 | 0.74 |
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
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