Bank of East Asia Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.27% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7267 | 4.72 | |
| 0.1220 | 8.68 | |
| 0.8304 | 48.37 | |
| -0.1383 | -2.43 | |
| 0.2605 | 2.92 | |
| -0.2414 | -3.23 | |
| 0.1296 | 1.93 | |
| 0.1239 | 1.93 | |
| -0.3285 | -3.72 | |
| 0.3203 | 3.39 | |
| -0.1314 | -1.84 | |
| -0.0315 | -0.45 | |
| 0.0609 | 0.66 |
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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