China Railway Construction Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0360 | 5.32 | |
| 0.0926 | 5.52 | |
| 0.8644 | 36.49 | |
| 0.3131 | 3.45 | |
| -0.3696 | -2.44 | |
| 0.0345 | 0.24 | |
| -0.0021 | -0.02 | |
| 0.1339 | 1.21 | |
| -0.4331 | -2.84 |
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Mar 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Railway Construction Corp Ltd Analyses
Other Spline-GARCH Analyses on International Equities