China Railway Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.58% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 17.20 | |
| 0.2381 | 31.96 | |
| 0.9680 | 470.60 | |
| 0.0260 | 4.28 |
Estimation Period:
Dec 3, 2007 to Feb 6, 2026
Dec 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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