Shanghai New Composite Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.08% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.30 | |
| 0.1524 | 18.23 | |
| 0.9889 | 1,031.19 | |
| -0.0066 | -1.28 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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