China National Building Material Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.24% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0652 | 17.87 | |
| 0.8437 | 83.79 | |
| 0.0464 | 8.55 | |
| 0.0295 | 4.81 | |
| 0.0208 | 4.80 | |
| 0.9763 | 198.43 |
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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