China Railway Construction Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.78% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0337 | 5.15 | |
| 0.0938 | 5.28 | |
| 0.8590 | 33.42 | |
| 0.3146 | 1.17 | |
| -0.0441 | -0.10 | |
| -0.4963 | -1.43 | |
| 0.4148 | 1.28 | |
| -0.5390 | -1.55 | |
| 0.7475 | 2.02 | |
| -0.8520 | -2.49 | |
| 1.0489 | 2.91 | |
| -1.1945 | -3.57 | |
| 0.8835 | 3.93 |
Estimation Period:
Mar 10, 2008 to Jan 30, 2026
Mar 10, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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