Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.86% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9506 | 5.98 | |
| 0.0737 | 95.04 | |
| 0.9990 | 6,660.00 | |
| 4.3051 | 45.81 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
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