Industrial & Commercial Bank of China Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.42% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 15.56 | |
| 0.0808 | 24.75 | |
| 0.9123 | 277.20 | |
| 0.1651 | 6.72 | |
| 1.4642 | 23.59 |
Estimation Period:
Oct 30, 2006 to Feb 16, 2026
Oct 30, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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