Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.39% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2049 | 4.31 | |
| 0.0856 | 63.72 | |
| 0.9951 | 1,044.18 | |
| 4.4034 | 20.22 |
Estimation Period:
Jul 5, 2006 to Jan 30, 2026
Jul 5, 2006 to Jan 30, 2026
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