China International Capital Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.55% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1023 | 11.25 | |
| 0.0843 | 11.12 | |
| 0.9195 | 197.27 | |
| -0.0277 | -2.41 |
Estimation Period:
Nov 9, 2015 to Feb 16, 2026
Nov 9, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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