CRRC Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.94% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8976 | 4.43 | |
| 0.1410 | 4.43 | |
| 0.7353 | 16.22 | |
| 0.9095 | 4.34 | |
| -1.2943 | -4.09 | |
| 0.7672 | 3.26 | |
| -1.0073 | -3.17 | |
| 1.2712 | 3.50 | |
| -1.0046 | -3.69 | |
| 0.5308 | 2.61 | |
| -0.1746 | -0.91 | |
| -0.0481 | -0.32 |
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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