Fujian Supertech Advanced Material Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.50% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9350 | 5.62 | |
| 0.1545 | 2.12 | |
| 0.3016 | 1.72 | |
| 0.8466 | 0.19 | |
| -1.7553 | -0.23 | |
| 3.7048 | 0.42 | |
| -12.3334 | -0.99 | |
| 19.0810 | 1.80 | |
| -11.8029 | -1.79 | |
| 0.7080 | 0.12 | |
| 6.6330 | 1.48 | |
| -15.4326 | -3.30 | |
| 24.7474 | 2.52 |
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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