China Railway Construction Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.07% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6383 | 5.52 | |
| 0.1210 | 7.21 | |
| 0.8597 | 52.11 | |
| 0.0030 | 3.34 |
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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