Industrial & Commercial Bank of China Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.26% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 14.54 | |
| 0.1478 | 27.65 | |
| 0.9818 | 840.59 | |
| -0.0244 | -4.22 |
Estimation Period:
Oct 30, 2006 to Jan 30, 2026
Oct 30, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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