BOC Hong Kong Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7698 | 2.53 | |
| 0.0000 | 0.00 | |
| 0.8716 | 2.67 | |
| 2.6576 | 0.40 | |
| -5.3632 | -0.55 | |
| 2.1059 | 0.40 | |
| 5.4279 | 1.43 | |
| -11.9724 | -3.40 | |
| 10.6956 | 4.06 |
Estimation Period:
Jun 19, 2023 to Feb 6, 2026
Jun 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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