Shenzhen Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.07%
decreased by 1.24%
1 Week
30.46%
decreased by 0.85%
1 Month
31.86%
increased by 0.55%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 22.70 | |
| 0.2112 | 23.47 | |
| 0.9754 | 724.13 | |
| -0.0163 | -2.48 |
Estimation Period:
Apr 3, 1991 to Apr 30, 2026
Apr 3, 1991 to Apr 30, 2026
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