Industrial & Commercial Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.48% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5283 | 7.95 | |
| 0.0785 | 6.02 | |
| 0.8756 | 45.41 | |
| 0.0074 | 3.11 |
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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