Shenzhen Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.27% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0168 | 5.81 | |
| 0.0966 | 33.90 | |
| 0.9834 | 343.00 | |
| 4.7396 | 13.02 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
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