China Railway Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.61% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1488 | 8.54 | |
| 0.1081 | 7.06 | |
| 0.8557 | 49.60 | |
| 0.0013 | 1.60 |
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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