Citic Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.30% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7576 | 21.24 | |
| 0.1488 | 13.04 | |
| 0.7703 | 102.56 | |
| -0.0210 | -1.33 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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