CITIC Resources Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.75% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 16.73 | |
| 0.1629 | 20.99 | |
| 0.9667 | 375.28 | |
| 0.0308 | 5.01 |
Estimation Period:
Sep 8, 1997 to Feb 6, 2026
Sep 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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