Industrial & Commercial Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.78% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5235 | 7.95 | |
| 0.0787 | 6.03 | |
| 0.8751 | 45.20 | |
| 0.0073 | 3.06 |
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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