V-Lab
Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, September 30th, 2025:18.31% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9005 | 4.79 | |
| 0.0502 | 50.31 | |
| 0.9959 | 1,322.53 | |
| 4.6510 | 16.30 |
Estimation Period:
Apr 8, 2005 to Sep 26, 2025
Apr 8, 2005 to Sep 26, 2025
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