V-Lab: CITIC Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

CITIC Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:27.13% (+1.73%)

Analysis last updated: Thursday, May 9, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6950	5.36
$α$	0.0846	38.20
$β$	0.9889	493.97
$ν$	5	11.20

Estimation Period:
Jan 1, 1990 to May 3, 2024