Shanghai Stock Exchange 180 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.10% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 14.31 | |
| 0.0674 | 27.42 | |
| 0.9274 | 381.65 | |
| 0.0660 | 2.57 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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