Shenzhen China Micro Semicon GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:82.09% (-5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8395 | 9.66 | |
| 0.1059 | 7.41 | |
| 0.8376 | 42.48 | |
| -0.0356 | -1.00 |
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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