Shenzhen Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.81% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1544 | 5.95 | |
| 0.1004 | 38.49 | |
| 0.9830 | 343.58 | |
| 4.7446 | 13.52 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
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