Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.43% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 17.50 | |
| 0.1511 | 18.45 | |
| 0.9927 | 1,470.72 | |
| -0.0159 | -4.03 |
Estimation Period:
May 21, 1992 to Nov 14, 2025
May 21, 1992 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices