Shanghai Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.00% (+0.73%)
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