CITIC Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.65% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2046 | 14.11 | |
| 0.1315 | 15.83 | |
| 0.8693 | 183.93 | |
| -0.0630 | -5.59 |
Estimation Period:
Jul 6, 2012 to Feb 13, 2026
Jul 6, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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