Shanghai Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.28% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 13.86 | |
| 0.0819 | 30.87 | |
| 0.9156 | 358.64 | |
| 0.2141 | 7.86 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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