Shenzhen Stock Exchange New Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.75% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 12.26 | |
| 0.0611 | 17.63 | |
| 0.9299 | 224.44 |
Estimation Period:
Feb 16, 2006 to Feb 13, 2026
Feb 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices