Industrial & Commercial Bank of China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.70% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0457 | 14.13 | |
| 0.8158 | 99.49 | |
| 0.0846 | 14.41 | |
| 0.0411 | 3.54 | |
| 0.0574 | 5.18 | |
| 0.9263 | 61.58 |
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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