Shenzhen Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.38% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0118 | 5.81 | |
| 0.0965 | 33.91 | |
| 0.9834 | 343.61 | |
| 4.7405 | 13.01 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
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