CITIC Resources Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.81% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1043 | 3.32 | |
| 0.1043 | 5.60 | |
| 0.8369 | 25.38 | |
| -0.3289 | -2.04 | |
| 0.5083 | 2.18 | |
| -0.2239 | -1.76 | |
| -0.0080 | -0.08 | |
| 0.1642 | 1.84 | |
| -0.2303 | -2.23 | |
| 0.2566 | 2.29 | |
| -0.2536 | -1.74 | |
| 0.1553 | 1.10 |
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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