Guangshen Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.04% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 14.95 | |
| 0.0698 | 20.99 | |
| 0.9069 | 331.09 | |
| 0.0106 | 1.84 |
Estimation Period:
May 14, 1996 to Feb 6, 2026
May 14, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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