CITIC Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.73% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0913 | 23.84 | |
| 0.7974 | 116.46 | |
| 0.0590 | 11.58 | |
| 0.0099 | 7.60 | |
| 0.0210 | 10.43 | |
| 0.9771 | 438.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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