Bank of Communications Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.48% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.56 | |
| 0.2388 | 28.20 | |
| 0.9817 | 601.51 | |
| 0.0320 | 4.74 |
Estimation Period:
May 15, 2007 to Feb 6, 2026
May 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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