China Railway Construction Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.37% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 18.97 | |
| 0.1250 | 18.28 | |
| 0.8764 | 248.50 | |
| -0.0172 | -1.87 |
Estimation Period:
Mar 14, 2007 to Feb 6, 2026
Mar 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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