Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.34% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0521 | 3.78 | |
| 0.1098 | 5.00 | |
| 0.8523 | 27.82 | |
| -0.5522 | -4.67 | |
| 0.8686 | 4.61 | |
| -0.4360 | -2.63 | |
| 0.1954 | 1.29 | |
| -0.2233 | -1.57 | |
| 0.4304 | 3.45 | |
| -0.6126 | -3.38 |
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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