Shanghai New Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.34% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 11.94 | |
| 0.0688 | 19.31 | |
| 0.9255 | 277.93 |
Estimation Period:
Jan 3, 2006 to Dec 31, 2025
Jan 3, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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