Shanghai Shenzhen CSI 300 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:13.47% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.88 | |
| 0.0663 | 24.15 | |
| 0.9283 | 344.06 |
Estimation Period:
Apr 8, 2005 to Jan 16, 2026
Apr 8, 2005 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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