Shenzhen Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 14.49 | |
| 0.0649 | 20.73 | |
| 0.9276 | 269.50 |
Estimation Period:
Oct 5, 1992 to Feb 6, 2026
Oct 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices