Shanghai Shenzhen CSI 300 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.77% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0442 | 5.09 | |
| 0.6705 | 22.32 | |
| 0.0792 | 6.18 | |
| 0.0663 | 0.78 | |
| 0.2366 | 1.03 | |
| 0.7423 | 2.92 |
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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