V-Lab
CITIC Heavy Industries Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:36.45% (+1.95%)
Analysis last updated: Friday, May 17, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 14.91 | |
| 0.2557 | 31.15 | |
| 0.9597 | 344.23 | |
| 0.0333 | 4.91 |
Estimation Period:
Jul 6, 2012 to May 10, 2024
Jul 6, 2012 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other CITIC Heavy Industries Co Ltd Analyses