V-Lab
CITIC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.65% (-1.22%)
Analysis last updated: Saturday, May 4, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 24.04 | |
| 0.1978 | 47.20 | |
| 0.9808 | 1127.39 | |
| -0.0250 | -6.38 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024