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China National Building Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.55% (-4.00%)
Analysis last updated: Saturday, February 7, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China National Building Material Co Ltd S0GARCH
paramt-stat
ω0.85163.00
α0.08595.86
β0.854138.90
γ1-0.3794-2.17
γ20.51482.22
γ3-0.2781-2.32
γ40.42883.58
γ5-0.5176-4.27
γ60.35923.22
γ7-0.1911-1.97
γ80.07401.01
Estimation Period:
Mar 23, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts