Shenzhen Stock Exchange Component Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.79% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2513 | 5.63 | |
| 0.0684 | 30.03 | |
| 0.9893 | 554.56 | |
| 5.8386 | 7.37 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
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