CITIC Resources Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.45% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.8178 | 5.78 | |
| 0.0978 | 104.11 | |
| 0.9971 | 2,117.06 | |
| 3.4902 | 81.38 |
Estimation Period:
Sep 8, 1997 to Feb 6, 2026
Sep 8, 1997 to Feb 6, 2026
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