Bank of China Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.94% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 8.74 | |
| 0.1856 | 27.38 | |
| 0.9893 | 776.53 | |
| 0.0430 | 6.57 |
Estimation Period:
Jul 5, 2006 to Jan 30, 2026
Jul 5, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Bank of China Ltd Analyses
Other EGARCH Analyses on International Equities