Daqin Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 8.91 | |
| 0.0700 | 19.48 | |
| 0.9385 | 494.18 | |
| -0.0309 | -7.22 |
Estimation Period:
Aug 1, 2006 to Feb 6, 2026
Aug 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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