Chongqing Construction Engineering Group Corporation Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.15% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7627 | 2.92 | |
| 0.1764 | 5.08 | |
| 0.7020 | 14.67 | |
| 0.7131 | 0.71 | |
| -0.9466 | -0.67 | |
| -0.1119 | -0.12 | |
| 1.8077 | 1.95 | |
| -3.3364 | -3.33 | |
| 3.4618 | 3.60 | |
| -2.0610 | -2.67 | |
| 0.3004 | 0.55 |
Estimation Period:
Feb 21, 2017 to Jan 30, 2026
Feb 21, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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