Zhuzhou CRRC Times Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.13% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 5.67 | |
| 0.0552 | 9.12 | |
| 0.9390 | 223.10 | |
| -0.0058 | -0.52 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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