CITIC Heavy Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.81% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1516 | 19.85 | |
| 0.7767 | 74.96 | |
| -0.0684 | -6.62 | |
| 1.9029 | 2.96 | |
| 0.7021 | 19.83 | |
| 0.0000 | 0.00 |
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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