Agricultural Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.00% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2665 | 4.10 | |
| 0.0967 | 3.41 | |
| 0.8790 | 21.39 | |
| 0.4782 | 1.93 | |
| -0.9770 | -2.00 | |
| 1.0594 | 2.15 | |
| -1.0591 | -2.35 | |
| 0.7225 | 2.00 | |
| -0.0832 | -0.33 | |
| -0.2862 | -1.94 |
Estimation Period:
Jul 15, 2010 to Feb 6, 2026
Jul 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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