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V-Lab

CRRC Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.94% (-0.80%)
Analysis last updated: Saturday, February 7, 2026 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CRRC Corp Ltd S0GARCH
paramt-stat
ω2.89764.43
α0.14104.43
β0.735316.22
γ10.90954.34
γ2-1.2943-4.09
γ30.76723.26
γ4-1.0073-3.17
γ51.27123.50
γ6-1.0046-3.69
γ70.53082.61
γ8-0.1746-0.91
γ9-0.0481-0.32
Estimation Period:
Aug 22, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts