Shanghai Fudan Microelectron GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.58% (-6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.3172 | 5.36 | |
| 0.0921 | 44.86 | |
| 0.9885 | 480.30 | |
| 4.2821 | 17.45 |
Estimation Period:
Jan 8, 2014 to Feb 6, 2026
Jan 8, 2014 to Feb 6, 2026
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