Chengdu Sino-Microelectronic GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.25% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5542 | 5.73 | |
| 0.2679 | 6.56 | |
| 0.7630 | 51.18 | |
| -0.2585 | -5.60 |
Estimation Period:
Feb 7, 2024 to Feb 6, 2026
Feb 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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