Bank of China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.70% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1367 | 22.76 | |
| 0.8162 | 101.46 | |
| -0.0720 | -8.89 | |
| 0.1584 | 1.34 | |
| 0.8504 | 1.74 | |
| 0.0526 | 0.09 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of China Ltd Analyses
Other MF2-GARCH Analyses on International Equities