Daqin Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3279 | 5.51 | |
| 0.0715 | 6.86 | |
| 0.8944 | 56.87 | |
| -0.3033 | -4.66 | |
| 0.5271 | 5.32 | |
| -0.3340 | -4.35 | |
| 0.1330 | 1.70 | |
| 0.0158 | 0.22 | |
| -0.0575 | -0.99 |
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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