Citic Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.30% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1549 | 17.45 | |
| 0.6806 | 33.60 | |
| -0.0416 | -3.83 | |
| 1.0129 | 0.56 | |
| 0.2584 | 0.63 | |
| 0.6133 | 0.96 |
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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