CITIC Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.23% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 26.11 | |
| 0.1929 | 46.57 | |
| 0.9805 | 1,160.33 | |
| -0.0194 | -5.03 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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