China Railway Harbin Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.10% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 6.94 | |
| 0.2898 | 7.33 | |
| 0.7623 | 51.37 | |
| -0.1636 | -2.92 |
Estimation Period:
Oct 12, 2022 to Feb 6, 2026
Oct 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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