China Railway Group Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.73% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1786 | 17.92 | |
| 0.1063 | 29.21 | |
| 0.8640 | 215.73 |
Estimation Period:
Dec 7, 2007 to Feb 16, 2026
Dec 7, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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