Industrial & Commercial Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.01% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6244 | 6.81 | |
| 0.0777 | 5.96 | |
| 0.8765 | 45.25 | |
| 0.0133 | 2.69 | |
| -0.0138 | -2.25 |
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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