Shanghai Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.37% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 12.67 | |
| 0.0770 | 26.48 | |
| 0.9218 | 336.93 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices