Guangshen Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.33% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 12.42 | |
| 0.1058 | 18.16 | |
| 0.8936 | 211.61 | |
| -0.0242 | -3.28 |
Estimation Period:
Dec 22, 2006 to Feb 6, 2026
Dec 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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