China National Building Material Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.52% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9866 | 4.03 | |
| 0.0745 | 42.07 | |
| 0.9922 | 529.18 | |
| 4.8969 | 11.81 |
Estimation Period:
Mar 23, 2006 to Feb 6, 2026
Mar 23, 2006 to Feb 6, 2026
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