Shenzhen Stock Exchange Component Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.42% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0592 | 5.46 | |
| 0.6079 | 33.30 | |
| 0.1615 | 10.99 | |
| 0.0994 | 1.42 | |
| 0.1561 | 1.50 | |
| 0.8107 | 6.37 |
Estimation Period:
Dec 1, 2005 to Dec 31, 2025
Dec 1, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices