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China Construction Bank Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.50% (+2.07%)
Analysis last updated: Friday, February 13, 2026 at 08:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Construction Bank Corp S0GARCH
paramt-stat
ω1.77095.44
α0.13437.49
β0.820234.41
γ1-0.2439-2.29
γ20.49923.01
γ3-0.3827-2.81
γ40.24801.77
γ5-0.3243-2.24
γ60.41643.23
γ7-0.2954-3.79
Estimation Period:
Sep 25, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts