China Railway Materials Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.28% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1216 | 15.33 | |
| 0.0827 | 19.99 | |
| 0.9125 | 374.88 | |
| -0.0153 | -2.08 |
Estimation Period:
Jul 27, 1999 to Feb 13, 2026
Jul 27, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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