Shanghai Fudan Microelectron GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.23% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2983 | 16.99 | |
| 0.1432 | 30.93 | |
| 0.8471 | 208.23 |
Estimation Period:
Jan 8, 2014 to Feb 6, 2026
Jan 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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