Shanghai Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:15.18% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 13.85 | |
| 0.0818 | 30.90 | |
| 0.9157 | 359.09 | |
| 0.2144 | 7.87 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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