China Railway Construction Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.22% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0873 | 14.04 | |
| 0.0989 | 16.78 | |
| 0.9001 | 229.57 | |
| -0.0354 | -4.42 |
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Mar 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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