China State Construction Development Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.64% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5989 | 2.80 | |
| 0.1339 | 5.54 | |
| 0.6881 | 11.01 | |
| 0.0584 | 0.18 | |
| 0.0009 | 0.00 | |
| -0.2147 | -0.87 | |
| 0.4076 | 1.89 | |
| -0.2817 | -1.56 | |
| -0.2278 | -1.25 | |
| 0.5484 | 2.72 | |
| -0.5381 | -1.98 |
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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