Agricultural Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2718 | 4.10 | |
| 0.0977 | 3.43 | |
| 0.8780 | 21.16 | |
| 0.4791 | 1.93 | |
| -0.9759 | -2.00 | |
| 1.0498 | 2.13 | |
| -1.0378 | -2.27 | |
| 0.6789 | 1.83 | |
| 0.0237 | 0.08 | |
| -0.6061 | -1.48 |
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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