Shenzhen Stock Exchange Component Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
29.87%
decreased by 1.43%
1 Week
29.86%
decreased by 1.44%
1 Month
29.82%
decreased by 1.48%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 15.97 | |
| 0.0943 | 27.83 | |
| 0.8853 | 217.52 | |
| 0.2628 | 5.88 |
Estimation Period:
Dec 1, 2005 to Apr 30, 2026
Dec 1, 2005 to Apr 30, 2026
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