Shanghai Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.87% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.2600 | 6.01 | |
| 0.0741 | 94.86 | |
| 0.9990 | 6,704.70 | |
| 4.3076 | 45.46 |
Estimation Period:
May 21, 1992 to Oct 24, 2025
May 21, 1992 to Oct 24, 2025
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