Shenzhen Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.11% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0903 | 19.91 | |
| 0.7406 | 100.39 | |
| 0.0600 | 10.24 | |
| 0.4667 | 4.07 | |
| 0.8190 | 20.51 | |
| 0.0625 | 1.04 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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