Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:16.11% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 17.52 | |
| 0.1511 | 18.45 | |
| 0.9927 | 1,468.47 | |
| -0.0159 | -4.05 |
Estimation Period:
May 21, 1992 to Nov 21, 2025
May 21, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices