Shanghai Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.25% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 12.80 | |
| 0.0719 | 26.66 | |
| 0.9266 | 358.73 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices