Guangshen Railway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7426 | 6.35 | |
| 0.0860 | 6.84 | |
| 0.8486 | 37.85 | |
| -0.2998 | -5.21 | |
| 0.3877 | 4.37 | |
| -0.0251 | -0.38 | |
| -0.2007 | -3.10 | |
| 0.2834 | 4.77 | |
| -0.2435 | -4.55 | |
| 0.1250 | 2.16 | |
| 0.0437 | 0.64 | |
| -0.2161 | -1.25 |
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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