Citic Metal Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.27% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2866 | 8.11 | |
| 0.1816 | 9.07 | |
| 0.8375 | 85.51 | |
| -0.1521 | -6.77 |
Estimation Period:
Apr 10, 2023 to Feb 6, 2026
Apr 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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