Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.89% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1459 | 5.99 | |
| 0.0741 | 94.71 | |
| 0.9990 | 6,660.00 | |
| 4.3171 | 45.14 |
Estimation Period:
May 21, 1992 to Nov 14, 2025
May 21, 1992 to Nov 14, 2025
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