China Railway Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.47% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.2776 | 5.91 | |
| 0.0768 | 65.73 | |
| 0.9976 | 2,740.75 | |
| 5.0548 | 21.71 |
Estimation Period:
Dec 7, 2007 to Feb 13, 2026
Dec 7, 2007 to Feb 13, 2026
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