“深圳成指”即“深圳成份股指数
结合上证综指和深圳成指的日收益率序列进行实证分析，经比较GARCH（1，1）-GED拟合效果更佳。
Then we integrate the Shanghai and Shenzhen stock composite prices index and give some analysis. Through comparison, we find GARCH(1,1)-GED model is better than others.
沪深300指数从2005年成立以来，就成为了一个能够表现出上海和深圳股指的良好的指数。
From established in 2005, Shanghai and Shenzhen 300 Index has become an indication that the Shanghai and Shenzhen stock market characteristic.
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