China Communications Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.74% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 15.19 | |
| 0.1269 | 18.62 | |
| 0.8786 | 202.29 | |
| -0.0366 | -3.74 |
Estimation Period:
Mar 9, 2012 to Feb 6, 2026
Mar 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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