Shenzhen China Micro Semicon Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:125.48% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3080 | 3.50 | |
| 0.0894 | 2.21 | |
| 0.8078 | 8.16 | |
| 2.3336 | 1.16 | |
| -2.5417 | -0.86 | |
| 1.9477 | 0.78 | |
| -6.9596 | -2.17 | |
| 15.6648 | 4.19 |
Estimation Period:
Aug 5, 2022 to Feb 6, 2026
Aug 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shenzhen China Micro Semicon Analyses
Other Spline-GARCH Analyses on International Equities