Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:10.43% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 17.47 | |
| 0.1506 | 18.53 | |
| 0.9929 | 1,495.37 | |
| -0.0158 | -4.04 |
Estimation Period:
May 21, 1992 to Jan 23, 2026
May 21, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices