V-Lab
Industrial & Commercial Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.06% (-0.23%)
Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4881 | 6.89 | |
| 0.0851 | 6.21 | |
| 0.8715 | 45.02 | |
| 0.0059 | 1.97 |
Estimation Period:
Oct 30, 2006 to Apr 30, 2024
Oct 30, 2006 to Apr 30, 2024
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