China Communications Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.42% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 12.31 | |
| 0.0505 | 8.04 | |
| 0.9182 | 195.82 | |
| 0.0414 | 3.76 |
Estimation Period:
Dec 15, 2006 to Feb 13, 2026
Dec 15, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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