The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms

Table 1

			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			$-47.69910$	$\mathrm{\hspace{0.17em}\hspace{0.17em}}0.0001$
Test critical values	1% level		$-2.565951$
	5% level		$-1.940959$
	10% level		$-1.616608$