Industrial & Commercial Bank of China Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.50% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 16.25 | |
| 0.0676 | 24.95 | |
| 0.9136 | 293.68 |
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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