Shenzhen Stock Exchange A Share Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.04%
decreased by 0.95%
1 Week
26.20%
decreased by 0.79%
1 Month
26.79%
decreased by 0.20%
Analysis last updated: Friday, June 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 11.59 | |
| 0.0732 | 22.30 | |
| 0.9166 | 257.47 | |
| 0.3313 | 7.48 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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