Shanghai Stock Exchange B Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.02% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1463 | 25.54 | |
| 0.6650 | 85.68 | |
| 0.0919 | 10.83 | |
| 0.0757 | 2.73 | |
| 0.1787 | 3.62 | |
| 0.7962 | 13.35 |
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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