Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.79% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0950 | 21.49 | |
| 0.7654 | 98.48 | |
| 0.0593 | 10.64 | |
| 0.1335 | 0.85 | |
| 0.4729 | 0.83 | |
| 0.4905 | 0.79 |
Estimation Period:
Jan 2, 1991 to Feb 6, 2026
Jan 2, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices