Shanghai Stock Exchange 50 A Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.60% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 16.48 | |
| 0.1418 | 28.54 | |
| 0.9904 | 1,209.33 | |
| -0.0067 | -1.59 |
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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