Shenzhen Stock Exchange A Share Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.69% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 14.49 | |
| 0.0648 | 20.75 | |
| 0.9277 | 269.91 |
Estimation Period:
Oct 5, 1992 to Feb 13, 2026
Oct 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices