马尔科夫链蒙特卡洛(MCMC)模拟的贝叶斯分析法针对我国股票市场的波动性进行了科学的分析与研究,这种基于动态随机性的波动模型的设计,能够在参数设定和波动性序列的选择上进行较精准的预测。通过对我国股票实际数据进行实验,并通过比较ARCH类模型,文章充分解析股票市场波动性与异方差之间的关联。 The Bayesian analysis method based on MCMC simulates the volatility of the stock market in China. The design of the volatility model based on dynamic randomness can be used in the parameter setting and Volatile sequence selection on the more accurate prediction. By experimenting with the actual data of stock in our country and by comparing with ARCH class model, the article fully analyzes the correlation between stock market volatility and heteroscedasticity.