V-Lab
CITIC Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:39.57% (+2.69%)
Analysis last updated: Friday, May 17, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0187 | 3.07 | |
| 0.1611 | 5.01 | |
| 0.6895 | 12.80 | |
| -0.7680 | -0.92 | |
| 3.1082 | 2.80 | |
| -4.9573 | -6.37 | |
| 3.6727 | 3.85 | |
| -0.7751 | -0.77 | |
| -0.7993 | -0.87 | |
| 0.8136 | 0.85 | |
| -0.3602 | -0.32 | |
| -0.5089 | -0.47 | |
| 2.4995 | 1.87 |
Estimation Period:
Jul 6, 2012 to May 10, 2024
Jul 6, 2012 to May 10, 2024
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