China Resources Microelectronics Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.71% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1790 | 12.56 | |
| 0.7831 | 40.42 | |
| -0.1627 | -9.64 | |
| 4.5162 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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