Doman Building Materials Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.36% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7734 | 3.75 | |
| 0.1932 | 6.93 | |
| 0.6925 | 18.23 | |
| -0.5634 | -2.40 | |
| 0.8097 | 2.36 | |
| -0.3061 | -1.34 | |
| -0.0413 | -0.17 | |
| 0.2007 | 0.97 | |
| -0.1474 | -0.84 | |
| 0.2515 | 1.43 | |
| -0.4369 | -2.45 | |
| 0.3142 | 1.50 | |
| -0.1150 | -0.43 |
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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