Semiconductor Manufacturing International Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.85% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4755 | 10.68 | |
| 0.1082 | 17.21 | |
| 0.8568 | 116.69 | |
| -0.0074 | -0.59 |
Estimation Period:
Mar 18, 2004 to Feb 6, 2026
Mar 18, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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