CITIC Heavy Industries Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.83% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2992 | 15.24 | |
| 0.1393 | 34.31 | |
| 0.8126 | 187.81 | |
| -0.5436 | -5.82 |
Estimation Period:
Jul 6, 2012 to Jan 30, 2026
Jul 6, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CITIC Heavy Industries Co Ltd Analyses
Other AGARCH Analyses on International Equities