Shanghai Stock Exchange 50 A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.88% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1898 | 5.00 | |
| 0.0485 | 55.70 | |
| 0.9962 | 1,556.61 | |
| 4.2908 | 21.28 |
Estimation Period:
Jan 1, 2004 to Feb 13, 2026
Jan 1, 2004 to Feb 13, 2026
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