CITIC Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.88% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 25.39 | |
| 0.0958 | 44.49 | |
| 0.8964 | 438.36 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities