Zhuzhou CRRC Times Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.63% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9582 | 5.13 | |
| 0.1093 | 5.19 | |
| 0.7057 | 14.35 | |
| -0.2739 | -1.56 | |
| 0.4583 | 1.91 | |
| -0.3267 | -2.08 | |
| 0.2963 | 2.07 | |
| -0.5013 | -3.09 | |
| 0.7671 | 3.28 | |
| -0.3871 | -1.74 | |
| -0.4193 | -2.31 | |
| 0.6093 | 3.82 | |
| -0.2494 | -1.91 |
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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