CITIC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.01% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5764 | 5.30 | |
| 0.0833 | 36.50 | |
| 0.9880 | 448.08 | |
| 5.1644 | 11.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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