Industrial & Commercial Bank of China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.30% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1624 | 22.89 | |
| 0.7735 | 92.71 | |
| -0.0831 | -9.94 | |
| 0.1830 | 2.43 | |
| 0.7928 | 4.09 | |
| 0.0954 | 0.40 |
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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