V-Lab
Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:10.23% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 13.10 | |
| 0.0885 | 30.49 | |
| 0.9094 | 333.12 | |
| 0.2217 | 8.12 |
Estimation Period:
May 21, 1992 to Jul 11, 2025
May 21, 1992 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices