Shenzhen China Micro Semicon MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:79.53% (-6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1262 | 8.01 | |
| 0.8025 | 13.04 | |
| -0.0336 | -1.81 | |
| 10.0000 | 0.04 | |
| 0.0000 | 0.00 | |
| 0.2584 | 0.01 |
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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