CITIC Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.26% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8964 | 6.16 | |
| 0.0635 | 5.74 | |
| 0.9106 | 59.93 | |
| -0.0403 | -3.93 | |
| 0.0588 | 3.86 | |
| -0.0207 | -2.44 |
Estimation Period:
Jan 6, 2003 to Feb 6, 2026
Jan 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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