Zhuzhou CRRC Times Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.86% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2320 | 10.87 | |
| 0.0629 | 17.10 | |
| 0.9070 | 211.47 | |
| 0.0178 | 1.94 |
Estimation Period:
Dec 20, 2006 to Feb 13, 2026
Dec 20, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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