China Resources Building Materials Technology Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.32% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0801 | 16.47 | |
| 0.7982 | 55.23 | |
| 0.0346 | 5.63 | |
| 0.0750 | 2.65 | |
| 0.0317 | 3.02 | |
| 0.9564 | 65.33 |
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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