CRRC Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.11% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 11.85 | |
| 0.0771 | 14.09 | |
| 0.9028 | 208.99 | |
| -0.0055 | -0.60 |
Estimation Period:
Aug 18, 2008 to Feb 6, 2026
Aug 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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