Shanghai V Test Semiconduct GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.26% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2968 | 10.13 | |
| 0.1338 | 7.72 | |
| 0.8190 | 60.78 | |
| -0.0970 | -3.94 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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