Bank of Communications Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.98% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 17.93 | |
| 0.0850 | 16.84 | |
| 0.8815 | 234.82 | |
| 0.0185 | 2.14 |
Estimation Period:
Jun 23, 2005 to Feb 6, 2026
Jun 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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