Shanghai Research Institute AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.20% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7972 | 14.88 | |
| 0.3389 | 20.32 | |
| 0.6060 | 44.81 | |
| -0.2995 | -2.80 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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