CITIC Guoan Information Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.38% (-3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0918 | 6.27 | |
| 0.0965 | 8.28 | |
| 0.8387 | 41.22 | |
| 0.0057 | 0.14 | |
| 0.0688 | 1.12 | |
| -0.1978 | -4.92 | |
| 0.2239 | 6.11 | |
| -0.1501 | -3.72 | |
| 0.0444 | 0.97 | |
| 0.0394 | 0.62 |
Estimation Period:
Oct 31, 1997 to Feb 6, 2026
Oct 31, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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