Shenzhen Stock Exchange B Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.60% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1760 | 21.01 | |
| 0.6225 | 65.91 | |
| 0.0770 | 7.52 | |
| 0.0124 | 3.69 | |
| 0.0596 | 6.12 | |
| 0.9363 | 86.14 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices