China CITIC Bank Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.91% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2813 | 6.85 | |
| 0.0835 | 5.71 | |
| 0.8830 | 48.23 | |
| -0.0262 | -2.19 | |
| 0.0547 | 2.96 | |
| -0.0373 | -3.20 |
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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