V-Lab: Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis

V-Lab

Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:13.39% (+0.10%)

Analysis last updated: Monday, June 30, 2025 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.6763	6.07
$α$	0.0744	94.85
$β$	0.9990	6,750.00
$ν$	4.2768	46.49

Estimation Period:
May 21, 1992 to Jun 27, 2025

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