China International Capital Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.03% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2606 | 9.12 | |
| 0.0710 | 6.66 | |
| 0.8909 | 96.76 | |
| -0.0321 | -2.21 |
Estimation Period:
Nov 2, 2020 to Feb 6, 2026
Nov 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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