Shanghai Fudan Microelectron MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.77% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1632 | 24.54 | |
| 0.7888 | 90.87 | |
| -0.0614 | -5.96 | |
| 0.0338 | 3.79 | |
| 0.0204 | 5.10 | |
| 0.9774 | 222.70 |
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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