Industrial & Commercial Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.77% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2360 | 5.60 | |
| 0.0842 | 61.26 | |
| 0.9944 | 1,157.63 | |
| 4.7739 | 18.90 |
Estimation Period:
Oct 27, 2006 to Feb 6, 2026
Oct 27, 2006 to Feb 6, 2026
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