China Communications Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.60% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0877 | 14.90 | |
| 0.8166 | 57.46 | |
| 0.0420 | 5.91 | |
| 0.0969 | 3.40 | |
| 0.0574 | 2.33 | |
| 0.9219 | 29.73 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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