Industrial & Commercial Bank of China Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.77% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 9.85 | |
| 0.0632 | 17.55 | |
| 0.9177 | 195.68 | |
| 0.4085 | 8.86 |
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Oct 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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