Icbc Credit Suisse- Mengneng GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.06% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1219 | 7.22 | |
| 0.3000 | 3.32 | |
| 0.7283 | 36.40 | |
| -0.1837 | -1.61 |
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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