China National Building Material Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.29% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 14.49 | |
| 0.1776 | 28.86 | |
| 0.9785 | 678.58 | |
| -0.0212 | -4.02 |
Estimation Period:
Mar 23, 2006 to Feb 6, 2026
Mar 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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