Shenzhen Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.65% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0907 | 19.92 | |
| 0.7412 | 100.59 | |
| 0.0595 | 10.15 | |
| 0.4624 | 4.04 | |
| 0.8106 | 18.82 | |
| 0.0723 | 1.14 |
Estimation Period:
Apr 3, 1991 to Dec 31, 2025
Apr 3, 1991 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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