CITIC Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.30% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5552 | 5.38 | |
| 0.1528 | 5.91 | |
| 0.7490 | 19.90 | |
| 1.2857 | 4.40 | |
| -2.0532 | -4.23 | |
| 1.1804 | 3.32 | |
| -0.5829 | -1.95 | |
| 0.1100 | 0.37 | |
| 0.2450 | 0.86 | |
| 0.0211 | 0.05 |
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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