Bank of Communications Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.67% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5776 | 5.20 | |
| 0.1197 | 4.90 | |
| 0.8168 | 22.57 | |
| -0.4003 | -3.91 | |
| 0.7133 | 4.60 | |
| -0.4816 | -3.97 | |
| 0.2468 | 2.04 | |
| -0.1565 | -1.18 | |
| 0.2823 | 1.86 | |
| -0.4805 | -2.37 |
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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