Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:13.96% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 13.82 | |
| 0.0884 | 30.64 | |
| 0.9096 | 335.02 | |
| 0.2187 | 8.13 |
Estimation Period:
May 21, 1992 to Oct 31, 2025
May 21, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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