V-Lab: CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:25.67% (-2.65%)

Analysis last updated: Saturday, May 4, 2024 at 04:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0186	2.98
$α$	0.1591	4.97
$β$	0.7088	13.48
$γ_{1}$	-0.7871	-0.92
$γ_{2}$	3.1127	2.72
$γ_{3}$	-4.9058	-6.06
$γ_{4}$	3.6044	3.65
$γ_{5}$	-0.7219	-0.69
$γ_{6}$	-0.8621	-0.91
$γ_{7}$	0.9451	0.96
$γ_{8}$	-0.6737	-0.60
$γ_{9}$	0.2897	0.28
$γ_{10}$	0.1554	0.23

Estimation Period:
Jul 6, 2012 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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