China National Building Material Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.30% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8441 | 2.96 | |
| 0.0864 | 5.91 | |
| 0.8536 | 38.68 | |
| -0.3893 | -2.20 | |
| 0.5308 | 2.28 | |
| -0.2889 | -2.40 | |
| 0.4358 | 3.63 | |
| -0.5176 | -4.24 | |
| 0.3452 | 3.00 | |
| -0.1486 | -1.18 | |
| -0.0413 | -0.18 |
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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