Industrial & Commercial Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.23% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9520 | 5.53 | |
| 0.0653 | 22.86 | |
| 0.9834 | 304.28 | |
| 5.8614 | 5.00 |
Estimation Period:
Oct 30, 2006 to Feb 20, 2026
Oct 30, 2006 to Feb 20, 2026
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