CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.65% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1573 | 3.31 | |
| 0.1503 | 5.97 | |
| 0.7563 | 20.41 | |
| 0.2377 | 0.36 | |
| 0.7100 | 0.78 | |
| -2.4959 | -4.46 | |
| 2.8131 | 4.40 | |
| -1.9967 | -3.12 | |
| 1.1028 | 1.47 | |
| -0.6742 | -0.80 | |
| 0.3589 | 0.47 | |
| 0.4868 | 0.76 | |
| -0.9532 | -2.21 |
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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