Citic Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.67% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0766 | 5.37 | |
| 0.1417 | 4.89 | |
| 0.6548 | 11.22 | |
| -0.1050 | -0.44 | |
| 0.4867 | 1.41 | |
| -1.1200 | -4.68 | |
| 1.5398 | 6.70 | |
| -1.2324 | -5.11 | |
| 0.6253 | 1.80 | |
| -0.4742 | -0.97 | |
| 0.6549 | 1.43 | |
| -0.5687 | -2.30 |
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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