Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.66% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4806 | 4.45 | |
| 0.1039 | 6.87 | |
| 0.8414 | 40.60 | |
| -0.3793 | -5.00 | |
| 0.5059 | 4.73 | |
| -0.1589 | -2.66 | |
| 0.0100 | 0.19 | |
| 0.0979 | 1.77 | |
| -0.1185 | -2.36 |
Estimation Period:
Jun 1, 2006 to Feb 16, 2026
Jun 1, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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