V-Lab: CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:30.56% (+3.43%)

Analysis last updated: Friday, May 17, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0172	2.96
$α$	0.1542	4.95
$β$	0.7209	14.18
$γ_{1}$	-0.7978	-0.93
$γ_{2}$	3.1335	2.72
$γ_{3}$	-4.9234	-6.01
$γ_{4}$	3.6200	3.62
$γ_{5}$	-0.7366	-0.69
$γ_{6}$	-0.8531	-0.88
$γ_{7}$	0.9427	0.94
$γ_{8}$	-0.6808	-0.60
$γ_{9}$	0.3212	0.31
$γ_{10}$	0.1105	0.16

Estimation Period:
Jul 6, 2012 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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