V-Lab
V-Lab

CITIC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:46.19% (+14.47%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Ltd S0GARCH
paramt-stat
ω0.86435.81
α0.10919.43
β0.853963.39
γ1-0.0824-2.48
γ20.16963.40
γ3-0.2101-6.23
γ40.24616.78
γ5-0.1929-4.18
γ60.05611.16
γ70.08082.05
γ8-0.1028-4.10
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts