Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.40% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8399 | 4.73 | |
| 0.0504 | 49.63 | |
| 0.9958 | 1,273.37 | |
| 4.6999 | 15.62 |
Estimation Period:
Apr 8, 2005 to Feb 13, 2026
Apr 8, 2005 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equity Indices