Bank of Communications Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.56% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2200 | 21.57 | |
| 0.6734 | 41.90 | |
| -0.0940 | -6.81 | |
| 0.0127 | 3.33 | |
| 0.0380 | 5.08 | |
| 0.9558 | 107.50 |
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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