Shanghai Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.44% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1846 | 6.12 | |
| 0.0723 | 97.11 | |
| 0.9990 | 6,795.92 | |
| 4.1050 | 53.55 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
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