Industrial & Commercial Bank of China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.32% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5039 | 5.99 | |
| 0.1132 | 5.39 | |
| 0.8698 | 34.59 | |
| 0.0127 | 3.46 |
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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