China Railway Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.68% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0968 | 16.45 | |
| 0.8076 | 110.90 | |
| -0.0008 | -0.14 | |
| 1.3369 | 0.36 | |
| 0.7184 | 0.36 | |
| 0.0000 | 0.00 |
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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