Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:13.94% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9656 | 5.97 | |
| 0.0739 | 94.78 | |
| 0.9990 | 6,660.00 | |
| 4.3131 | 45.37 |
Estimation Period:
May 21, 1992 to Dec 12, 2025
May 21, 1992 to Dec 12, 2025
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