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 Monday, April 21st, 2025:14.00% (-0.79%)

Analysis last updated: Friday, April 18, 2025 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.1292	6.14
$α$	0.0744	94.74
$β$	0.9990	6,889.66
$ν$	4.2713	45.93

Estimation Period:
May 21, 1992 to Apr 18, 2025

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