China Construction Bank Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.31% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 12.60 | |
| 0.2743 | 30.28 | |
| 0.9661 | 321.27 | |
| 0.0005 | 0.07 |
Estimation Period:
Sep 25, 2007 to Feb 6, 2026
Sep 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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