The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.

结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。

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The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.

结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。

youdao