Citic Pacific Special Steel Group Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.32% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1046 | 29.40 | |
| 0.8556 | 191.57 | |
| -0.0286 | -7.62 | |
| 0.0746 | 7.26 | |
| 0.0494 | 8.46 | |
| 0.9388 | 126.65 |
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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