Shanghai Fudan Microelectronics Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.58% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8889 | 8.17 | |
| 0.0989 | 7.14 | |
| 0.8458 | 55.98 | |
| -0.0504 | -2.14 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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