Industrial & Commercial Bank of China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.95% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9443 | 6.27 | |
| 0.1125 | 5.40 | |
| 0.8671 | 32.09 | |
| 0.0260 | 4.05 | |
| -0.0269 | -3.36 |
Estimation Period:
Oct 27, 2006 to Jan 30, 2026
Oct 27, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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