Shanghai Stock Exchange 180 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.30% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1766 | 4.83 | |
| 0.0485 | 43.29 | |
| 0.9941 | 886.01 | |
| 4.3215 | 15.71 |
Estimation Period:
Jun 28, 2002 to Feb 13, 2026
Jun 28, 2002 to Feb 13, 2026
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