Industrial & Commercial Bank of China Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 16.29 | |
| 0.0684 | 24.97 | |
| 0.9126 | 289.90 |
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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