Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.43% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 12.67 | |
| 0.0770 | 26.46 | |
| 0.9218 | 336.41 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices