Shanghai Stock Exchange 180 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.30% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1702 | 4.88 | |
| 0.0487 | 44.12 | |
| 0.9942 | 918.89 | |
| 4.3400 | 15.99 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
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