Shanghai Stock Exchange 50 A Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.55% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.92 | |
| 0.0658 | 26.92 | |
| 0.9283 | 372.36 |
Estimation Period:
Jan 1, 2004 to Dec 31, 2025
Jan 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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