China CITIC Bank Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.14% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6627 | 9.47 | |
| 0.0834 | 5.89 | |
| 0.8866 | 49.83 | |
| 0.0099 | 3.63 |
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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