Shenzhen Stock Exchange B Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.13% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3048 | 4.11 | |
| 0.1594 | 44.77 | |
| 0.9714 | 140.74 | |
| 2.8244 | 42.19 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
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