Shenzhen Stock Exchange New Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.28% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1656 | 4.45 | |
| 0.0586 | 30.28 | |
| 0.9923 | 611.00 | |
| 5.6981 | 7.19 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
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