Shanghai New Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.56% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3047 | 5.83 | |
| 0.0532 | 53.74 | |
| 0.9962 | 1,798.26 | |
| 4.8574 | 18.89 |
Estimation Period:
Jan 3, 2006 to Dec 31, 2025
Jan 3, 2006 to Dec 31, 2025
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