Shanghai Stock Exchange 180 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.57% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 18.18 | |
| 0.1424 | 29.14 | |
| 0.9906 | 1,306.89 | |
| -0.0056 | -1.35 |
Estimation Period:
Jun 28, 2002 to Feb 13, 2026
Jun 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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