Shanghai Stock Exchange 50 A Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.49% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.92 | |
| 0.0658 | 26.92 | |
| 0.9283 | 372.36 |
Estimation Period:
Jan 1, 2004 to Dec 31, 2025
Jan 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices