CITIC Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.44% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 26.13 | |
| 0.1925 | 46.63 | |
| 0.9805 | 1,164.54 | |
| -0.0193 | -5.02 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities