基于EGARCH模型的股票价格预测

Stock price prediction based on EGARCH model

从我国引入股市开始,股票价格的波动趋势一直都是股市关注的热点.股民在股市的收益越多,风险也就越高,所以预测股票价格,规避风险有着十分重要的意义.运用统计学中的EGARCH模型对上海证券交易所上市的股票价格进行实例分析.实验结果表明,该模型不仅能够克服股票价格显著的不对称性,还能够保留其自身的优势,提高了预测结果的精确性.

Since the introduction of stock market in China,the trend of stock price volatility has always been a hot topic of stock market.As we all know,the more returns investors have in the stock market,the higher the risk.So predicting stock price and avoiding risks are of great importance.The EGARCH model in statistics is used to analyze the stock prices listed on the Shanghai stock exchange.The experimental results shows that the model can not only overcome the significant asymmetry of stock prices,but also retain their own advantages and improves the accuracy of the prediction results.