China State Construction Development Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.77% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 8.00 | |
| 0.0474 | 12.21 | |
| 0.9355 | 207.23 | |
| 0.0060 | 0.78 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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