BOC Hong Kong Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.60% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0166 | 5.82 | |
| 0.8043 | 41.08 | |
| 0.0970 | 13.41 | |
| 0.0741 | 1.00 | |
| 0.0883 | 1.23 | |
| 0.8823 | 8.77 |
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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