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V-Lab

CRRC Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.18% (-0.78%)
Analysis last updated: Tuesday, February 10, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CRRC Corp Ltd SGARCH
paramt-stat
ω2.94384.50
α0.14014.41
β0.735616.02
γ10.93544.50
γ2-1.3350-4.25
γ30.79293.39
γ4-1.0262-3.26
γ51.28443.56
γ6-1.0102-3.72
γ70.52352.57
γ8-0.1447-0.72
γ9-0.1291-0.37
Estimation Period:
Aug 22, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts