Industrial & Commercial Bank of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.82% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 10.07 | |
| 0.1314 | 17.90 | |
| 0.8906 | 201.35 | |
| -0.0477 | -5.14 |
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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