V-Lab
Industrial & Commercial Bank of China Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.30% (-0.65%)
Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 16.03 | |
| 0.0754 | 25.67 | |
| 0.9079 | 277.30 |
Estimation Period:
Oct 30, 2006 to Apr 19, 2024
Oct 30, 2006 to Apr 19, 2024
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