CITIC Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.40% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1949 | 13.10 | |
| 0.0758 | 10.87 | |
| 0.8967 | 153.28 | |
| -0.0027 | -0.23 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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