BOC Hong Kong Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.91% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 4.71 | |
| 0.0138 | 2.23 | |
| 0.9725 | 241.74 | |
| -0.0138 | -1.73 |
Estimation Period:
Jun 19, 2023 to Feb 16, 2026
Jun 19, 2023 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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