Bank of Communications Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.77% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0970 | 19.01 | |
| 0.7906 | 67.49 | |
| 0.0358 | 5.51 | |
| 0.0156 | 5.13 | |
| 0.0239 | 4.43 | |
| 0.9709 | 152.69 |
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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