Citic Pacific Special Steel Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.11% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 18.87 | |
| 0.2005 | 38.16 | |
| 0.9676 | 508.98 | |
| 0.0228 | 5.43 |
Estimation Period:
Mar 26, 1997 to Feb 6, 2026
Mar 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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