NBTM New Materials Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.74% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 11.08 | |
| 0.0721 | 13.62 | |
| 0.9369 | 397.99 | |
| -0.0397 | -6.15 |
Estimation Period:
May 11, 2004 to Feb 6, 2026
May 11, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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