Industrial & Commercial Bank of China Ltd APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.44% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 11.22 | |
| 0.1023 | 22.45 | |
| 0.8977 | 200.02 | |
| -0.1439 | -6.88 | |
| 1.7266 | 31.76 |
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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