V-Lab
Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:11.56% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.4705 | 6.05 | |
| 0.0742 | 94.95 | |
| 0.9990 | 6,750.00 | |
| 4.2762 | 46.59 |
Estimation Period:
May 21, 1992 to Jul 4, 2025
May 21, 1992 to Jul 4, 2025
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