CITIC Securities Co Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.29% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1455 | 8.51 | |
| 0.0838 | 17.99 | |
| 0.8977 | 147.36 | |
| -0.0379 | -1.49 | |
| 1.6549 | 22.09 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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