CITIC Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.06% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1116 | 12.62 | |
| 0.7442 | 42.05 | |
| -0.0097 | -0.81 | |
| 0.0419 | 1.31 | |
| 0.0247 | 2.03 | |
| 0.9687 | 62.44 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CITIC Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities