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Citic Pacific Special Steel Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.31% (-2.89%)
Analysis last updated: Saturday, February 7, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Citic Pacific Special Steel Group Co Ltd S0GARCH
paramt-stat
ω1.23764.93
α0.09307.96
β0.856449.12
γ10.01590.34
γ20.06020.91
γ3-0.1808-4.68
γ40.14844.31
γ5-0.0200-0.55
γ6-0.0717-1.91
γ70.07462.59
Estimation Period:
Mar 26, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts