China Construction Bank Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.43% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0562 | 12.58 | |
| 0.8207 | 62.96 | |
| 0.0680 | 9.72 | |
| 0.0338 | 2.76 | |
| 0.0425 | 2.43 | |
| 0.9459 | 43.43 |
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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