Industrial & Commercial Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.77% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6255 | 6.81 | |
| 0.0783 | 5.98 | |
| 0.8756 | 44.99 | |
| 0.0134 | 2.70 | |
| -0.0139 | -2.27 |
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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