Sam Ji Electronics MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.61% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1439 | 20.13 | |
| 0.7215 | 56.63 | |
| -0.0038 | -0.35 | |
| 0.0138 | 1.55 | |
| 0.0097 | 4.17 | |
| 0.9885 | 365.58 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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