Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.85% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 12.41 | |
| 0.0772 | 26.48 | |
| 0.9219 | 337.18 |
Estimation Period:
May 21, 1992 to Jan 30, 2026
May 21, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices