China Construction Bank Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.02% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 11.55 | |
| 0.1330 | 14.43 | |
| 0.8533 | 162.65 | |
| -0.0033 | -0.24 |
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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