Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:16.92% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 13.57 | |
| 0.0880 | 30.71 | |
| 0.9101 | 337.59 | |
| 0.2215 | 8.29 |
Estimation Period:
May 21, 1992 to Jan 30, 2026
May 21, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices