Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:10.70% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.6925 | 5.94 | |
| 0.0737 | 94.85 | |
| 0.9990 | 6,615.89 | |
| 4.3113 | 45.55 |
Estimation Period:
May 21, 1992 to Jan 23, 2026
May 21, 1992 to Jan 23, 2026
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