CITIC Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.30% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4270 | 24.96 | |
| 0.1054 | 24.86 | |
| 0.8292 | 168.49 | |
| 0.0817 | 0.83 |
Estimation Period:
Oct 6, 2011 to Jan 30, 2026
Oct 6, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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