Bank of Communications Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.42% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5961 | 5.13 | |
| 0.1200 | 4.94 | |
| 0.8198 | 23.27 | |
| -0.3965 | -3.79 | |
| 0.7050 | 4.45 | |
| -0.4697 | -3.78 | |
| 0.2261 | 1.84 | |
| -0.1148 | -0.88 | |
| 0.1840 | 1.47 | |
| -0.2149 | -2.52 |
Estimation Period:
May 15, 2007 to Jan 30, 2026
May 15, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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