CITIC Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.82% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 22.74 | |
| 0.0993 | 44.21 | |
| 0.8909 | 410.57 | |
| 0.2363 | 7.28 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
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