China State Construction International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.78% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1325 | 12.24 | |
| 0.0492 | 14.70 | |
| 0.9189 | 301.77 | |
| 0.0333 | 5.20 |
Estimation Period:
Jul 8, 2005 to Feb 6, 2026
Jul 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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