Shenzhen Stock Exchange A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:17.89% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0870 | 16.02 | |
| 0.6660 | 57.84 | |
| 0.1157 | 15.61 | |
| 0.1278 | 1.54 | |
| 0.2529 | 1.58 | |
| 0.7086 | 3.77 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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