Shenzhen Stock Exchange A Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.58% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0870 | 16.04 | |
| 0.6664 | 57.90 | |
| 0.1154 | 15.58 | |
| 0.1282 | 1.54 | |
| 0.2530 | 1.58 | |
| 0.7083 | 3.76 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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