CITIC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.85% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 26.10 | |
| 0.1926 | 46.59 | |
| 0.9805 | 1,163.15 | |
| -0.0193 | -5.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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