Shanghai Stock Exchange 50 A Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.85% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 15.71 | |
| 0.0751 | 32.65 | |
| 0.9171 | 404.90 | |
| 0.1359 | 4.54 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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