BOCOM International Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.35% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2611 | 12.65 | |
| 0.0951 | 6.91 | |
| 0.8952 | 119.08 | |
| -0.0406 | -2.65 |
Estimation Period:
May 19, 2017 to Feb 6, 2026
May 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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