Shanghai Stock Exchange B Share Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.05% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1132 | 19.61 | |
| 0.1745 | 34.71 | |
| 0.8066 | 162.35 | |
| 0.0928 | 2.93 |
Estimation Period:
Feb 21, 1992 to Dec 31, 2025
Feb 21, 1992 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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