CITIC Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.49% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 25.38 | |
| 0.0958 | 44.47 | |
| 0.8964 | 438.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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