NBTM New Materials Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.92% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1429 | 5.99 | |
| 0.0568 | 5.95 | |
| 0.9219 | 65.13 | |
| -0.0067 | -1.30 | |
| 0.0216 | 2.25 |
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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