CRRC Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.95% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1574 | 21.10 | |
| 0.1368 | 15.59 | |
| 0.8514 | 197.30 | |
| 0.0054 | 0.35 |
Estimation Period:
Aug 22, 2008 to Feb 6, 2026
Aug 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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