Shanghai Stock Exchange A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.42% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0856 | 18.88 | |
| 0.7460 | 82.12 | |
| 0.0737 | 11.40 | |
| 0.0064 | 2.89 | |
| 0.0304 | 5.02 | |
| 0.9671 | 136.58 |
Estimation Period:
Jan 2, 1992 to Feb 6, 2026
Jan 2, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices