China Construction Bank Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.81% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8644 | 6.93 | |
| 0.0664 | 24.48 | |
| 0.9807 | 295.23 | |
| 6.0259 | 5.29 |
Estimation Period:
Oct 27, 2005 to Feb 13, 2026
Oct 27, 2005 to Feb 13, 2026
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