V-Lab
Industrial & Commercial Bank of China Ltd MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.69% (+0.01%)
Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 3.64 | |
| 0.1535 | 24.90 | |
| 0.8257 | 256.02 |
Estimation Period:
Oct 30, 2006 to Apr 30, 2024
Oct 30, 2006 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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