Industrial & Commercial Bank of China Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.26% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 7.28 | |
| 0.1068 | 26.01 | |
| 0.8912 | 208.27 | |
| -0.2103 | -6.52 |
Estimation Period:
Oct 27, 2006 to Feb 6, 2026
Oct 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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