Shanghai Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.90% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 20.41 | |
| 0.1660 | 32.87 | |
| 0.8169 | 163.78 |
Estimation Period:
Feb 21, 1992 to Feb 13, 2026
Feb 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices