China Railway Materials Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.23% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6952 | 7.16 | |
| 0.0993 | 6.30 | |
| 0.8000 | 24.76 | |
| 0.0849 | 1.75 | |
| -0.0568 | -0.81 | |
| -0.1683 | -3.44 | |
| 0.2337 | 4.24 | |
| -0.1189 | -2.12 | |
| 0.0235 | 0.40 | |
| -0.0880 | -1.28 | |
| 0.3304 | 2.82 |
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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