China State Construction Engineering Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.28% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 16.45 | |
| 0.0927 | 18.67 | |
| 0.9038 | 277.07 | |
| -0.0377 | -4.93 |
Estimation Period:
Jul 29, 2009 to Feb 6, 2026
Jul 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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