Industrial & Commercial Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.77% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6231 | 6.82 | |
| 0.0779 | 5.97 | |
| 0.8760 | 45.06 | |
| 0.0132 | 2.67 | |
| -0.0136 | -2.24 |
Estimation Period:
Oct 30, 2006 to Feb 16, 2026
Oct 30, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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