CITIC Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.95% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0960 | 5.71 | |
| 0.1759 | 37.55 | |
| 0.8095 | 271.11 |
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Jan 2, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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