China Construction Bank Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.36% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1657 | 9.64 | |
| 0.0720 | 5.81 | |
| 0.8948 | 55.45 | |
| 0.0039 | 1.77 |
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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