V-Lab
Industrial & Commercial Bank of China Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.51% (-0.44%)
Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 8.07 | |
| 0.0673 | 17.09 | |
| 0.9167 | 187.23 | |
| 0.4551 | 10.89 |
Estimation Period:
Oct 30, 2006 to Apr 30, 2024
Oct 30, 2006 to Apr 30, 2024
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