Industrial & Commercial Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.99% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9569 | 5.53 | |
| 0.0652 | 22.85 | |
| 0.9834 | 304.85 | |
| 5.8683 | 4.99 |
Estimation Period:
Oct 30, 2006 to Feb 13, 2026
Oct 30, 2006 to Feb 13, 2026
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