Industrial & Commercial Bank of China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.42% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0455 | 14.09 | |
| 0.8167 | 99.83 | |
| 0.0845 | 14.42 | |
| 0.0416 | 3.56 | |
| 0.0574 | 5.16 | |
| 0.9262 | 61.29 |
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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