Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.56% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 12.53 | |
| 0.0776 | 26.36 | |
| 0.9213 | 333.22 |
Estimation Period:
May 21, 1992 to Nov 14, 2025
May 21, 1992 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices