Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:14.03% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.56 | |
| 0.0776 | 26.35 | |
| 0.9213 | 333.09 |
Estimation Period:
May 21, 1992 to Nov 7, 2025
May 21, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices