Shanghai Shenzhen CSI 300 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.58% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.97 | |
| 0.0681 | 25.97 | |
| 0.9261 | 356.76 | |
| 0.0818 | 2.36 |
Estimation Period:
Apr 8, 2005 to Feb 13, 2026
Apr 8, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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