V-Lab
CITIC Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.68% (-1.65%)
Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 20.41 | |
| 0.1025 | 43.74 | |
| 0.8887 | 396.40 | |
| 0.2684 | 8.40 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024