BOC Hong Kong Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.74% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 13.73 | |
| 0.0580 | 26.58 | |
| 0.9269 | 333.29 | |
| 0.2137 | 5.75 |
Estimation Period:
Jul 25, 2002 to Feb 6, 2026
Jul 25, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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