Shenzhen Stock Exchange Component Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.59% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 15.93 | |
| 0.0946 | 27.67 | |
| 0.8852 | 216.39 | |
| 0.2542 | 5.66 |
Estimation Period:
Dec 1, 2005 to Feb 13, 2026
Dec 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices