Skip to main content
V-Lab

CITIC Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.65% (-3.20%)
Analysis last updated: Saturday, February 7, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Heavy Industries Co Ltd S0GARCH
paramt-stat
ω1.15733.31
α0.15035.97
β0.756320.41
γ10.23770.36
γ20.71000.78
γ3-2.4959-4.46
γ42.81314.40
γ5-1.9967-3.12
γ61.10281.47
γ7-0.6742-0.80
γ80.35890.47
γ90.48680.76
γ10-0.9532-2.21
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts