Shanghai New Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.92% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 12.17 | |
| 0.0682 | 19.38 | |
| 0.9258 | 280.04 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices