Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.99% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1853 | 6.12 | |
| 0.0722 | 97.17 | |
| 0.9990 | 6,795.92 | |
| 4.1057 | 53.49 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equity Indices