Shanghai Stock Exchange B Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.03% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2427 | 3.86 | |
| 0.1302 | 54.76 | |
| 0.9833 | 233.07 | |
| 2.9693 | 42.87 |
Estimation Period:
Feb 21, 1992 to Dec 31, 2025
Feb 21, 1992 to Dec 31, 2025
Other GAS-GARCH Student T Analyses on Equity Indices