Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.01% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 8.08 | |
| 0.1229 | 15.60 | |
| 0.9010 | 244.29 | |
| -0.0552 | -5.40 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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