Shanghai Stock Exchange B Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.74% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 23.83 | |
| 0.2622 | 34.54 | |
| 0.9601 | 475.06 | |
| -0.0037 | -0.68 |
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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