Beijing New Building Materials PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.62% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1187 | 18.48 | |
| 0.0651 | 20.55 | |
| 0.9137 | 393.33 | |
| 0.0125 | 2.35 |
Estimation Period:
Jun 6, 1997 to Feb 6, 2026
Jun 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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