Industrial & Commercial Bank of China Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.42% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 11.27 | |
| 0.2235 | 34.02 | |
| 0.9872 | 764.71 | |
| 0.0367 | 5.26 |
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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