China CITIC Bank Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.62% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 17.55 | |
| 0.0806 | 16.51 | |
| 0.9030 | 281.30 | |
| 0.0084 | 0.91 |
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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