Bank of Communications Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.03% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 9.08 | |
| 0.1389 | 14.67 | |
| 0.8788 | 173.40 | |
| -0.0454 | -4.34 |
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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