Shanghai Shenzhen CSI 300 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.58% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.93 | |
| 0.0663 | 24.21 | |
| 0.9282 | 344.29 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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