Chengdu Sino-Microelectronic Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.01% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2701 | 3.30 | |
| 0.1584 | 1.87 | |
| 0.7037 | 5.12 | |
| 6.2000 | 2.22 | |
| -12.0594 | -2.55 | |
| 14.5135 | 2.97 |
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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