Shanghai Stock Exchange 50 A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.75% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2550 | 5.18 | |
| 0.0488 | 57.43 | |
| 0.9965 | 1,742.08 | |
| 4.2955 | 22.70 |
Estimation Period:
Jan 1, 2004 to Dec 31, 2025
Jan 1, 2004 to Dec 31, 2025
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