V-Lab
CITIC Heavy Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:37.65% (+3.57%)
Analysis last updated: Friday, May 17, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2214 | 18.33 | |
| 0.5147 | 17.97 | |
| -0.0458 | -2.80 | |
| 0.1925 | 1.64 | |
| 0.0793 | 1.81 | |
| 0.8904 | 14.72 |
Estimation Period:
Jul 6, 2012 to May 10, 2024
Jul 6, 2012 to May 10, 2024
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