Zhuzhou CRRC Times Electric Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.34% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9287 | 5.02 | |
| 0.1074 | 5.13 | |
| 0.7058 | 13.93 | |
| -0.3179 | -1.80 | |
| 0.5274 | 2.18 | |
| -0.3725 | -2.38 | |
| 0.3331 | 2.34 | |
| -0.5265 | -3.28 | |
| 0.7748 | 3.34 | |
| -0.3687 | -1.66 | |
| -0.4828 | -2.59 | |
| 0.7665 | 3.81 | |
| -0.6661 | -1.84 |
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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