Shenzhen Stock Exchange New Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.05%
decreased by 0.77%
1 Week
22.16%
decreased by 0.66%
1 Month
22.58%
decreased by 0.24%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1732 | 4.45 | |
| 0.0590 | 29.65 | |
| 0.9921 | 594.05 | |
| 5.7137 | 7.05 |
Estimation Period:
Feb 16, 2006 to Apr 30, 2026
Feb 16, 2006 to Apr 30, 2026
Other GAS-GARCH Student T Analyses on Equity Indices