CITIC Heavy Industries Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.59% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1998 | 3.52 | |
| 0.1107 | 32.24 | |
| 0.9794 | 170.41 | |
| 3.7208 | 12.85 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
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