China Construction Bank Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.21% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1367 | 23.79 | |
| 0.8081 | 96.09 | |
| -0.0359 | -4.63 | |
| 0.4815 | 0.60 | |
| 0.7342 | 0.61 | |
| 0.0000 | 0.00 |
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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