Industrial & Commercial Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.25% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9639 | 5.53 | |
| 0.0652 | 22.83 | |
| 0.9835 | 304.85 | |
| 5.8672 | 4.99 |
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Oct 30, 2006 to Feb 6, 2026
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