CITIC Resources Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.23% (-4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1245 | 16.72 | |
| 0.8202 | 74.50 | |
| -0.0403 | -4.85 | |
| 0.1349 | 2.88 | |
| 0.0264 | 2.47 | |
| 0.9632 | 69.97 |
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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