Shenzhen Stock Exchange New Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.00% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1810 | 4.45 | |
| 0.0591 | 30.52 | |
| 0.9923 | 611.76 | |
| 5.6864 | 7.29 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
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