China CITIC Bank Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.92% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4412 | 5.49 | |
| 0.0718 | 28.99 | |
| 0.9886 | 447.55 | |
| 6.7926 | 5.51 |
Estimation Period:
Apr 27, 2007 to Feb 6, 2026
Apr 27, 2007 to Feb 6, 2026
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