Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.13% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9881 | 4.45 | |
| 0.1144 | 5.28 | |
| 0.8243 | 27.57 | |
| -0.5912 | -3.04 | |
| 0.5090 | 1.67 | |
| 0.3519 | 1.15 | |
| -0.0989 | -0.23 | |
| -0.7040 | -1.53 | |
| 1.0547 | 2.91 | |
| -1.0205 | -3.94 | |
| 1.0155 | 3.89 | |
| -0.7109 | -2.29 | |
| 0.1647 | 0.72 |
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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