Power Construction Corp of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.56% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1614 | 12.61 | |
| 0.1184 | 13.75 | |
| 0.8689 | 141.82 | |
| -0.0396 | -3.52 |
Estimation Period:
Oct 18, 2011 to Feb 6, 2026
Oct 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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