CITIC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.38% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 25.30 | |
| 0.0807 | 26.65 | |
| 0.8950 | 430.08 | |
| 0.0318 | 5.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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