CITIC Heavy Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.42% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1521 | 19.85 | |
| 0.7749 | 74.14 | |
| -0.0685 | -6.60 | |
| 1.9074 | 2.95 | |
| 0.6996 | 19.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 6, 2012 to Feb 13, 2026
Jul 6, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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