Industrial & Commercial Bank of China Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.21% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 15.58 | |
| 0.0809 | 24.78 | |
| 0.9122 | 277.01 | |
| 0.1646 | 6.70 | |
| 1.4626 | 23.58 |
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Oct 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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