Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.48% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1784 | 6.00 | |
| 0.0740 | 94.71 | |
| 0.9990 | 6,704.70 | |
| 4.3106 | 45.35 |
Estimation Period:
May 21, 1992 to Nov 21, 2025
May 21, 1992 to Nov 21, 2025
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