China Construction Bank Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.42% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 15.43 | |
| 0.0547 | 13.33 | |
| 0.8978 | 230.03 | |
| 0.0393 | 4.41 |
Estimation Period:
Oct 27, 2005 to Feb 6, 2026
Oct 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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