Shanghai New Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.58% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2895 | 5.70 | |
| 0.0528 | 53.07 | |
| 0.9961 | 1,679.77 | |
| 4.8334 | 18.42 |
Estimation Period:
Jan 3, 2006 to Feb 13, 2026
Jan 3, 2006 to Feb 13, 2026
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