Shanghai Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.51% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 20.35 | |
| 0.1661 | 32.74 | |
| 0.8162 | 162.05 |
Estimation Period:
Feb 21, 1992 to Dec 31, 2025
Feb 21, 1992 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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