CITIC Resources Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.56% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3475 | 10.62 | |
| 0.1055 | 13.80 | |
| 0.8865 | 155.81 | |
| -0.0233 | -2.36 |
Estimation Period:
Sep 8, 1997 to Feb 13, 2026
Sep 8, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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