Industrial & Commercial Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:21.30% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 16.75 | |
| 0.0469 | 14.00 | |
| 0.9113 | 267.39 | |
| 0.0456 | 5.76 |
Estimation Period:
Oct 30, 2006 to Feb 20, 2026
Oct 30, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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