Zhuzhou CRRC Times Electric Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.98% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0644 | 11.57 | |
| 0.9149 | 161.19 | |
| 0.0075 | 0.99 | |
| 10.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.1160 | 0.00 |
Estimation Period:
Dec 20, 2006 to Feb 16, 2026
Dec 20, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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