China Railway Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0126 | 5.21 | |
| 0.1127 | 5.76 | |
| 0.8197 | 28.13 | |
| -0.0202 | -0.07 | |
| 0.2644 | 0.60 | |
| -0.3491 | -1.16 | |
| 0.4051 | 1.50 | |
| -0.9404 | -2.79 | |
| 1.2292 | 3.12 | |
| -0.8771 | -2.49 | |
| 0.5723 | 1.76 | |
| -0.7085 | -2.32 | |
| 0.6497 | 2.95 |
Estimation Period:
Dec 3, 2007 to Feb 6, 2026
Dec 3, 2007 to Feb 6, 2026
News Impact Curve
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