China Communications Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.15% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8544 | 4.58 | |
| 0.0970 | 6.16 | |
| 0.8619 | 43.50 | |
| 0.0142 | 1.75 | |
| -0.0139 | -1.41 |
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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