China Railway Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.78% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 14.47 | |
| 0.1108 | 17.88 | |
| 0.8809 | 189.16 | |
| -0.0259 | -3.16 |
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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