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V-Lab

Citic Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.67% (-0.84%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Citic Securities Co Ltd S0GARCH
paramt-stat
ω1.07665.37
α0.14174.89
β0.654811.22
γ1-0.1050-0.44
γ20.48671.41
γ3-1.1200-4.68
γ41.53986.70
γ5-1.2324-5.11
γ60.62531.80
γ7-0.4742-0.97
γ80.65491.43
γ9-0.5687-2.30
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts