Citic Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.67% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0691 | 5.45 | |
| 0.1368 | 4.92 | |
| 0.6533 | 10.96 | |
| -0.1133 | -0.48 | |
| 0.5040 | 1.49 | |
| -1.1408 | -4.86 | |
| 1.5670 | 6.94 | |
| -1.2714 | -5.32 | |
| 0.6923 | 2.00 | |
| -0.6143 | -1.24 | |
| 0.9869 | 1.95 | |
| -1.4835 | -2.88 |
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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