Ningxia Building Materials Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.49% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 12.55 | |
| 0.0714 | 17.18 | |
| 0.9285 | 382.87 | |
| -0.0166 | -2.70 |
Estimation Period:
Aug 29, 2003 to Feb 6, 2026
Aug 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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