Shanghai Stock Exchange 50 A Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.32% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.27 | |
| 0.0653 | 26.91 | |
| 0.9284 | 373.32 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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