Shenzhen Stock Exchange Component Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.39% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2326 | 5.65 | |
| 0.0679 | 29.95 | |
| 0.9893 | 553.92 | |
| 5.8459 | 7.31 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
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