Shenzhen China Micro Semicon EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.29% (-4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0969 | 7.78 | |
| 0.1489 | 4.20 | |
| 0.9643 | 236.06 | |
| 0.0270 | 0.88 |
Estimation Period:
Aug 5, 2022 to Feb 6, 2026
Aug 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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