Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.66% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 12.59 | |
| 0.0773 | 26.40 | |
| 0.9216 | 334.75 |
Estimation Period:
May 21, 1992 to Dec 5, 2025
May 21, 1992 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices