Skip to main content
V-Lab

China Railway Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-3.78%)
Analysis last updated: Saturday, February 7, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Railway Group Ltd S0GARCH
paramt-stat
ω2.01265.21
α0.11275.76
β0.819728.13
γ1-0.0202-0.07
γ20.26440.60
γ3-0.3491-1.16
γ40.40511.50
γ5-0.9404-2.79
γ61.22923.12
γ7-0.8771-2.49
γ80.57231.76
γ9-0.7085-2.32
γ100.64972.95
Estimation Period:
Dec 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts