Shenzhen Stock Exchange B Share Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
16.02%
decreased by 0.50%
1 Week
16.72%
increased by 0.20%
1 Month
19.54%
increased by 3.02%
Analysis last updated: Wednesday, June 17, 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 | |
|---|---|---|
| 0.0438 | 19.61 | |
| 0.1968 | 24.90 | |
| 0.9766 | 622.85 | |
| 0.0086 | 1.59 |
Estimation Period:
Oct 5, 1992 to Jun 12, 2026
Oct 5, 1992 to Jun 12, 2026
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