China Railway Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.94% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1312 | 28.21 | |
| 0.8415 | 144.76 | |
| -0.0466 | -7.53 | |
| 0.0844 | 2.96 | |
| 0.0306 | 4.48 | |
| 0.9476 | 68.19 |
Estimation Period:
Dec 3, 2007 to Jan 30, 2026
Dec 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other China Railway Group Ltd Analyses
Other MF2-GARCH Analyses on International Equities