Industrial & Commercial Bank of China Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.38% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 16.22 | |
| 0.0675 | 24.95 | |
| 0.9138 | 294.31 |
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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