China Railway Materials Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.71% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6703 | 8.17 | |
| 0.0961 | 6.23 | |
| 0.8076 | 24.98 | |
| 0.0617 | 3.66 | |
| -0.1344 | -5.01 | |
| 0.1189 | 5.50 | |
| -0.0934 | -4.77 | |
| 0.0773 | 5.01 |
Estimation Period:
Jul 27, 1999 to Feb 6, 2026
Jul 27, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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