Shanghai Stock Exchange 180 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.10% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0491 | 7.77 | |
| 0.7199 | 19.17 | |
| 0.0584 | 5.83 | |
| 0.0502 | 0.90 | |
| 0.1874 | 0.90 | |
| 0.7942 | 3.53 |
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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