CRRC Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.76% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 20.79 | |
| 0.2667 | 32.40 | |
| 0.9603 | 530.87 | |
| -0.0031 | -0.27 |
Estimation Period:
Aug 22, 2008 to Feb 6, 2026
Aug 22, 2008 to Feb 6, 2026
News Impact Curve
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