Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.30% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9461 | 5.97 | |
| 0.0738 | 94.98 | |
| 0.9990 | 6,660.00 | |
| 4.3043 | 45.87 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
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