Industrial & Commercial Bank of China Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.67% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 14.37 | |
| 0.1465 | 27.62 | |
| 0.9821 | 851.06 | |
| -0.0244 | -4.24 |
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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