China Construction Bank Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.62% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5757 | 5.51 | |
| 0.0979 | 70.81 | |
| 0.9964 | 1,674.68 | |
| 4.6461 | 23.38 |
Estimation Period:
Sep 25, 2007 to Feb 6, 2026
Sep 25, 2007 to Feb 6, 2026
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