Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.58% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 16.78 | |
| 0.0831 | 18.11 | |
| 0.8873 | 243.96 | |
| 0.0266 | 2.99 |
Estimation Period:
Jun 1, 2006 to Feb 13, 2026
Jun 1, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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