V-Lab
Industrial & Commercial Bank of China Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.20% (-1.15%)
Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 12.13 | |
| 0.1661 | 29.99 | |
| 0.9816 | 786.50 | |
| -0.0336 | -5.19 |
Estimation Period:
Oct 30, 2006 to Apr 19, 2024
Oct 30, 2006 to Apr 19, 2024
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