CITIC Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.43% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5597 | 5.36 | |
| 0.1524 | 5.91 | |
| 0.7508 | 20.08 | |
| 1.2962 | 4.37 | |
| -2.0683 | -4.21 | |
| 1.1870 | 3.31 | |
| -0.5871 | -1.95 | |
| 0.1172 | 0.39 | |
| 0.2236 | 0.78 | |
| 0.0811 | 0.19 |
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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