Shanghai Stock Exchange 180 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.83% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 18.07 | |
| 0.1432 | 29.07 | |
| 0.9908 | 1,310.54 | |
| -0.0055 | -1.33 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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