Shanghai Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.69% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1110 | 19.52 | |
| 0.1746 | 34.84 | |
| 0.8073 | 163.88 | |
| 0.0977 | 3.10 |
Estimation Period:
Feb 21, 1992 to Feb 13, 2026
Feb 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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