China Railway Harbin Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.84% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1893 | 2.92 | |
| 0.2595 | 4.64 | |
| 0.7397 | 13.27 | |
| -7.1101 | -1.41 | |
| 9.5891 | 1.53 | |
| -5.3375 | -2.07 | |
| 4.4223 | 2.76 |
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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