China Railway Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.62% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1821 | 17.62 | |
| 0.0946 | 14.97 | |
| 0.8613 | 210.89 | |
| 0.0288 | 2.58 |
Estimation Period:
Dec 7, 2007 to Feb 13, 2026
Dec 7, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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