China Railway Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.25% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2806 | 5.90 | |
| 0.1119 | 5.50 | |
| 0.8373 | 31.74 | |
| 0.1429 | 3.72 | |
| -0.2043 | -3.42 | |
| 0.1294 | 2.93 | |
| -0.1845 | -2.91 |
Estimation Period:
Dec 3, 2007 to Feb 6, 2026
Dec 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Railway Group Ltd Analyses
Other Spline-GARCH Analyses on International Equities