Ningxia Building Materials Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.22% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9558 | 4.73 | |
| 0.0691 | 6.49 | |
| 0.8925 | 50.58 | |
| 0.1890 | 1.59 | |
| -0.4138 | -2.25 | |
| 0.3136 | 2.02 | |
| -0.1361 | -0.87 | |
| 0.1566 | 0.98 | |
| -0.2235 | -1.44 | |
| 0.1310 | 0.93 | |
| 0.2023 | 1.44 | |
| -0.8569 | -4.31 |
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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