Shanghai Stock Exchange 50 A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.63% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0469 | 6.95 | |
| 0.7239 | 17.34 | |
| 0.0485 | 4.64 | |
| 0.0806 | 0.61 | |
| 0.2663 | 0.69 | |
| 0.7055 | 1.65 |
Estimation Period:
Jan 1, 2004 to Dec 31, 2025
Jan 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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