Industrial & Commercial Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.21% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6227 | 6.82 | |
| 0.0780 | 5.97 | |
| 0.8759 | 45.01 | |
| 0.0132 | 2.67 | |
| -0.0136 | -2.23 |
Estimation Period:
Oct 30, 2006 to Feb 20, 2026
Oct 30, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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