V-Lab
Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:11.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 17.18 | |
| 0.1515 | 18.26 | |
| 0.9925 | 1,428.05 | |
| -0.0159 | -4.01 |
Estimation Period:
May 21, 1992 to Jun 27, 2025
May 21, 1992 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices