Shanghai Shenzhen CSI 300 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.98% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8433 | 4.74 | |
| 0.0504 | 49.74 | |
| 0.9958 | 1,279.93 | |
| 4.6991 | 15.70 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices