Shenzhen Stock Exchange New Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.45% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0494 | 3.04 | |
| 0.5982 | 38.19 | |
| 0.1663 | 9.82 | |
| 0.0120 | 1.14 | |
| 0.0338 | 2.41 | |
| 0.9628 | 53.75 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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