Shanghai Fudan Microelectronics Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.32% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7765 | 8.27 | |
| 0.0634 | 9.83 | |
| 0.9278 | 84.23 | |
| 5.2683 | 2.10 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
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