CITIC Securities Co Ltd APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.96% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 15.33 | |
| 0.0623 | 21.99 | |
| 0.9377 | 364.86 | |
| -0.1664 | -7.72 | |
| 1.3207 | 20.41 |
Estimation Period:
Jan 6, 2003 to Feb 6, 2026
Jan 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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