CITIC Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.85% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 23.14 | |
| 0.1029 | 41.07 | |
| 0.8971 | 380.29 | |
| 0.1117 | 7.62 | |
| 1.3607 | 43.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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