Icbc Credit Suisse- Mengneng AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.89% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 5.95 | |
| 0.2323 | 10.82 | |
| 0.7154 | 42.31 | |
| -0.2178 | -4.38 |
Estimation Period:
Dec 13, 2024 to Feb 6, 2026
Dec 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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