CSI SmallCap 500 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.64% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 17.08 | |
| 0.1714 | 19.73 | |
| 0.9827 | 886.08 | |
| -0.0288 | -4.73 |
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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