Shanghai Stock Exchange 50 A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.06% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0484 | 7.23 | |
| 0.7178 | 16.66 | |
| 0.0488 | 4.65 | |
| 0.0783 | 0.63 | |
| 0.2483 | 0.71 | |
| 0.7236 | 1.85 |
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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