Shanghai Shenzhen CSI 300 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.95 | |
| 0.0681 | 25.95 | |
| 0.9261 | 356.47 | |
| 0.0811 | 2.34 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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