Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:15.54% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 17.49 | |
| 0.1513 | 18.43 | |
| 0.9927 | 1,459.78 | |
| -0.0158 | -4.00 |
Estimation Period:
May 21, 1992 to Oct 24, 2025
May 21, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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