China Construction Bank Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.50% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7709 | 5.44 | |
| 0.1343 | 7.49 | |
| 0.8202 | 34.41 | |
| -0.2439 | -2.29 | |
| 0.4992 | 3.01 | |
| -0.3827 | -2.81 | |
| 0.2480 | 1.77 | |
| -0.3243 | -2.24 | |
| 0.4164 | 3.23 | |
| -0.2954 | -3.79 |
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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