CSI SmallCap 500 AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.89% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 13.17 | |
| 0.0985 | 27.26 | |
| 0.8860 | 257.77 | |
| 0.3477 | 6.47 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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