Doman Building Materials Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.78% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5326 | 18.47 | |
| 0.1767 | 13.50 | |
| 0.7207 | 87.76 | |
| 0.0758 | 3.45 |
Estimation Period:
May 13, 2004 to Feb 6, 2026
May 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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