V-Lab
Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 26th, 2025:12.13% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8899 | 6.10 | |
| 0.0744 | 94.90 | |
| 0.9990 | 6,795.92 | |
| 4.2675 | 46.58 |
Estimation Period:
May 21, 1992 to May 23, 2025
May 21, 1992 to May 23, 2025
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