Shanghai New Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.55% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0562 | 6.13 | |
| 0.7038 | 27.28 | |
| 0.0748 | 5.86 | |
| 0.0314 | 1.41 | |
| 0.1310 | 1.43 | |
| 0.8548 | 8.61 |
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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