China Resources Building Materials Technology Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.78% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2070 | 17.35 | |
| 0.0575 | 13.04 | |
| 0.8899 | 226.44 | |
| 0.0440 | 5.22 |
Estimation Period:
Oct 6, 2009 to Feb 6, 2026
Oct 6, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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