Shenzhen Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.39% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1322 | 5.97 | |
| 0.0999 | 38.39 | |
| 0.9829 | 344.04 | |
| 4.7503 | 13.43 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
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