Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.36% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0949 | 21.47 | |
| 0.7654 | 98.53 | |
| 0.0593 | 10.65 | |
| 0.1334 | 0.85 | |
| 0.4732 | 0.83 | |
| 0.4902 | 0.79 |
Estimation Period:
Jan 2, 1991 to Feb 13, 2026
Jan 2, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices