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V-Lab

China Communications Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.00% (+0.37%)
Analysis last updated: Wednesday, February 11, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Communications Construction Co Ltd SGARCH
paramt-stat
ω1.40782.43
α0.10115.50
β0.824326.55
γ1-0.4473-1.41
γ20.75851.68
γ3-0.5108-1.68
γ40.53872.44
γ5-0.8509-3.84
γ60.96874.07
γ7-0.7228-3.53
γ80.41981.87
γ9-0.0983-0.34
γ10-0.7059-1.73
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts