Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.92% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6587 | 5.44 | |
| 0.0793 | 28.30 | |
| 0.9856 | 340.22 | |
| 6.3415 | 5.76 |
Estimation Period:
Jun 1, 2006 to Feb 16, 2026
Jun 1, 2006 to Feb 16, 2026
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