Shanghai Stock Exchange B Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.59% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1466 | 25.56 | |
| 0.6657 | 85.47 | |
| 0.0906 | 10.68 | |
| 0.0788 | 2.70 | |
| 0.1789 | 3.49 | |
| 0.7950 | 12.81 |
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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