Shanghai Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.10% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 12.80 | |
| 0.0720 | 26.63 | |
| 0.9265 | 358.15 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices