BOC Hong Kong Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.30% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 14.30 | |
| 0.0566 | 26.00 | |
| 0.9299 | 354.11 |
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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