CITIC Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.66% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8713 | 6.20 | |
| 0.0620 | 5.68 | |
| 0.9118 | 59.33 | |
| -0.0442 | -4.15 | |
| 0.0675 | 3.94 | |
| -0.0365 | -1.71 |
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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