CITIC Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.92% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 14.88 | |
| 0.0634 | 18.22 | |
| 0.9371 | 437.26 | |
| -0.0182 | -3.28 |
Estimation Period:
Jan 6, 2003 to Feb 6, 2026
Jan 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CITIC Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities