Shanghai New Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.99% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0557 | 6.08 | |
| 0.7091 | 27.21 | |
| 0.0724 | 5.67 | |
| 0.0322 | 1.39 | |
| 0.1363 | 1.38 | |
| 0.8493 | 8.00 |
Estimation Period:
Jan 3, 2006 to Dec 31, 2025
Jan 3, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices