China Construction Bank Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.62% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7615 | 5.43 | |
| 0.1343 | 7.45 | |
| 0.8199 | 34.16 | |
| -0.2484 | -2.33 | |
| 0.5071 | 3.06 | |
| -0.3896 | -2.87 | |
| 0.2571 | 1.84 | |
| -0.3430 | -2.37 | |
| 0.4630 | 3.32 | |
| -0.4177 | -2.44 |
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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