China Construction Bank Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.75% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7188 | 4.81 | |
| 0.0771 | 5.51 | |
| 0.8603 | 35.01 | |
| -0.1744 | -3.74 | |
| 0.2548 | 3.87 | |
| -0.1155 | -3.15 | |
| 0.0654 | 1.99 | |
| -0.0444 | -1.66 |
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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