Semiconductor Manufacturing International Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.62% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3203 | 8.07 | |
| 0.1730 | 6.88 | |
| 0.8406 | 65.35 | |
| -0.1418 | -5.40 |
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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