Industrial & Commercial Bank of China Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.46% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 9.81 | |
| 0.0632 | 17.56 | |
| 0.9178 | 196.12 | |
| 0.4101 | 8.89 |
Estimation Period:
Oct 30, 2006 to Feb 16, 2026
Oct 30, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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