Shenzhen Stock Exchange B Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:12.93% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 16.90 | |
| 0.1052 | 29.23 | |
| 0.8881 | 253.89 |
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