China CITIC Bank Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.32% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 17.57 | |
| 0.0878 | 27.51 | |
| 0.8995 | 277.02 | |
| 0.0633 | 2.04 |
Estimation Period:
Apr 27, 2007 to Feb 6, 2026
Apr 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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