Research Article
The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms
| | Coefficient | Std. Error | -Statistic | Prob. |
| @SQRT(GARCH) | | | | | | | | | | AR(1) | | | | | AR(2) | | | | | AR(3) | | | | | AR(4) | | | | | AR(5) | | | | | AR(6) | | | | | MA(1) | | | | | MA(2) | | | | | MA(3) | | | | | MA(4) | | | | | MA(5) | | | | | | Variance equation | | | | | | | | RESID | | | | | GARCH () | | | | |
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