Shanghai New Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.37% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 12.62 | |
| 0.0734 | 20.43 | |
| 0.9207 | 276.42 | |
| 0.1287 | 3.48 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices