Semiconductor Manufacturing International Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.46% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0951 | 4.61 | |
| 0.1044 | 6.29 | |
| 0.8210 | 25.97 | |
| 0.3108 | 2.95 | |
| -0.5265 | -3.09 | |
| 0.2908 | 2.56 | |
| -0.0696 | -0.95 | |
| -0.0087 | -0.14 | |
| -0.0186 | -0.22 | |
| 0.1151 | 0.91 |
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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