Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:18.60% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0944 | 21.59 | |
| 0.7681 | 100.97 | |
| 0.0586 | 10.68 | |
| 0.1311 | 0.85 | |
| 0.4773 | 0.84 | |
| 0.4872 | 0.79 |
Estimation Period:
Jan 2, 1991 to Jan 30, 2026
Jan 2, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices