V-Lab
Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, June 3rd, 2025:11.30% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.7633 | 6.09 | |
| 0.0743 | 94.95 | |
| 0.9990 | 6,795.92 | |
| 4.2667 | 46.73 |
Estimation Period:
May 21, 1992 to May 30, 2025
May 21, 1992 to May 30, 2025
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