China National Building Material Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.30% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 16.63 | |
| 0.0593 | 15.98 | |
| 0.9095 | 312.13 | |
| 0.0394 | 5.25 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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