Citic Pacific Special Steel Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.32% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1362 | 19.15 | |
| 0.0985 | 25.28 | |
| 0.8963 | 314.16 | |
| -0.0264 | -4.63 |
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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