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CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.36% (-2.08%)
Analysis last updated: Saturday, February 14, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Heavy Industries Co Ltd S0GARCH
paramt-stat
ω1.15903.32
α0.15095.97
β0.754220.17
γ10.24560.37
γ20.69830.77
γ3-2.4929-4.48
γ42.81624.43
γ5-2.0004-3.14
γ61.10611.48
γ7-0.6799-0.81
γ80.37180.49
γ90.45950.72
γ10-0.9174-2.15
Estimation Period:
Jul 6, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts