Shanghai Shenzhen CSI 300 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:15.64% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 16.05 | |
| 0.1443 | 24.43 | |
| 0.9903 | 1,196.01 | |
| -0.0033 | -0.71 |
Estimation Period:
Apr 8, 2005 to Feb 13, 2026
Apr 8, 2005 to Feb 13, 2026
News Impact Curve
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