Industrial & Commercial Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.39% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 16.76 | |
| 0.0469 | 13.99 | |
| 0.9113 | 267.39 | |
| 0.0456 | 5.76 |
Estimation Period:
Oct 30, 2006 to Feb 16, 2026
Oct 30, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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