Shenzhen Stock Exchange B Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:9.24% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1766 | 21.04 | |
| 0.6208 | 65.69 | |
| 0.0774 | 7.54 | |
| 0.0126 | 3.64 | |
| 0.0613 | 6.17 | |
| 0.9345 | 84.26 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices