Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.12% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 17.50 | |
| 0.1503 | 18.58 | |
| 0.9927 | 1,477.29 | |
| -0.0157 | -4.01 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices