Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.48% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4796 | 4.44 | |
| 0.1032 | 6.86 | |
| 0.8424 | 40.68 | |
| -0.3804 | -5.01 | |
| 0.5071 | 4.74 | |
| -0.1567 | -2.61 | |
| 0.0002 | 0.00 | |
| 0.1236 | 1.89 | |
| -0.1815 | -1.82 |
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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