Shanghai Stock Exchange A Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.02% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 18.58 | |
| 0.1384 | 19.91 | |
| 0.9935 | 1,739.93 | |
| -0.0148 | -3.89 |
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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