Shanghai Stock Exchange 180 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.82% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0504 | 8.03 | |
| 0.7125 | 19.59 | |
| 0.0608 | 6.13 | |
| 0.0485 | 0.95 | |
| 0.1773 | 0.97 | |
| 0.8047 | 4.04 |
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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