CITIC Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 22.73 | |
| 0.0993 | 44.20 | |
| 0.8909 | 410.57 | |
| 0.2363 | 7.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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