V-Lab
CITIC Heavy Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:31.66% (-1.16%)
Analysis last updated: Saturday, May 4, 2024 at 04:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2234 | 18.38 | |
| 0.5130 | 17.99 | |
| -0.0470 | -2.87 | |
| 0.1919 | 1.65 | |
| 0.0790 | 1.82 | |
| 0.8909 | 14.86 |
Estimation Period:
Jul 6, 2012 to May 2, 2024
Jul 6, 2012 to May 2, 2024
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