Research on Volatility of SSE Real Estate Index Based on GARCH Model

In recent years, our country's economy developed fast, the residential building and the investment demand suddenly rise has led the real estate profession vigorous development This means that the national support real estate industry development mentality tends to be clear, also showed off power for the real estate stock has poured into the new catalyst Therefore the research real estate class stock's volatility to be listed, the investor, as well as the entire national economy have the very vital significance This article in carries on the statistical description to SSE real estate index's volatility in the foundation, applied the EVIEWS 5 0 software to carry on processing to the time series sampled data, and through established the GARCH model, the TARCH model and the EGARCH model, has further made the analysis to SSE real estate stock's volatility, finally indicated that our country Shanghai stock market real estate stock returns ratio sequence the fluctuation had the remarkable heteroscedasticity, the stock price fluctuation existence colony and the endurance, as well as characteristics and so on asymmetry