CITIC Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.31% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2022 | 14.00 | |
| 0.1312 | 15.81 | |
| 0.8702 | 185.31 | |
| -0.0631 | -5.62 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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