Shanghai Stock Exchange B Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.14% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2985 | 3.85 | |
| 0.1297 | 56.11 | |
| 0.9839 | 240.97 | |
| 2.9723 | 43.70 |
Estimation Period:
Feb 21, 1992 to Feb 13, 2026
Feb 21, 1992 to Feb 13, 2026
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